Societe DE Realisations Meca EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:40.56% (-1.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2599 | 21.82 | |
| 0.2790 | 38.56 | |
| 0.8570 | 105.15 | |
| -0.0260 | -2.82 |
Estimation Period:
May 29, 2007 to Feb 6, 2026
May 29, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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