Cie de Saint-Gobain EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:26.38% (-0.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0261 | 8.89 | |
| 0.1312 | 39.83 | |
| 0.9831 | 916.23 | |
| -0.0836 | -25.38 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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