Vaudoise Assurances Hldg EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:26.18% (+0.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0091 | 3.77 | |
| 0.0735 | 12.59 | |
| 0.9933 | 179.23 | |
| 0.0089 | 0.65 |
Estimation Period:
Aug 14, 2014 to Feb 6, 2026
Aug 14, 2014 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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