Umicore SA AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:34.05% (-0.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0224 | 9.30 | |
| 0.0467 | 45.65 | |
| 0.9467 | 758.60 | |
| 0.4548 | 8.65 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
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