Pierre & Vacances SA EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:31.68% (-0.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0492 | 9.75 | |
| 0.1286 | 22.19 | |
| 0.9777 | 688.03 | |
| -0.0484 | -9.57 |
Estimation Period:
Jun 11, 1999 to Feb 6, 2026
Jun 11, 1999 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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