Robertet SA EGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:29.62% (+2.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1954 | 21.55 | |
| 0.2399 | 31.74 | |
| 0.8260 | 94.55 | |
| 0.0165 | 2.56 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on International Equities