Cie de Saint-Gobain EGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:24.69% (-0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0262 | 8.89 | |
| 0.1313 | 39.86 | |
| 0.9831 | 915.36 | |
| -0.0837 | -25.41 |
Estimation Period:
Jan 1, 1990 to Feb 20, 2026
Jan 1, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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