SRP Groupe SA EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:57.58% (-1.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0400 | 6.62 | |
| 0.0884 | 14.61 | |
| 0.9883 | 520.97 | |
| -0.0206 | -3.11 |
Estimation Period:
Oct 29, 2015 to Feb 6, 2026
Oct 29, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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