SMT Scharf AG EGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:24.66% (-1.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2447 | 15.27 | |
| 0.2820 | 23.00 | |
| 0.8571 | 87.84 | |
| -0.0412 | -4.53 |
Estimation Period:
Apr 10, 2007 to Feb 13, 2026
Apr 10, 2007 to Feb 13, 2026
News Impact Curve
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