Remy Cointreau SA EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:32.81% (-0.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0204 | 6.99 | |
| 0.0731 | 18.24 | |
| 0.9891 | 952.90 | |
| -0.0418 | -13.85 |
Estimation Period:
Dec 25, 1991 to Feb 6, 2026
Dec 25, 1991 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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