Sys-Dat S P A EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:42.37% (-1.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3736 | 3.14 | |
| 0.1960 | 6.23 | |
| 0.7558 | 9.90 | |
| -0.0632 | -2.68 |
Estimation Period:
Jul 1, 2024 to Feb 6, 2026
Jul 1, 2024 to Feb 6, 2026
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