Schneider Electric SE EGARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Wednesday, June 10th, 2026
1 Day
48.01%
increased by 2.61%
1 Week
48.48%
increased by 3.08%
1 Month
50.43%
increased by 5.03%
Analysis last updated: Wednesday, June 10, 2026 at 12:51 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0097 | 1.82 | |
| -0.1913 | -6.45 | |
| 1.0000 | 18,181.82 | |
| -0.0124 | -0.47 |
Estimation Period:
Nov 20, 2025 to Jun 5, 2026
Nov 20, 2025 to Jun 5, 2026
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