Van De Velde Sa EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:14.20% (+0.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0458 | 25.40 | |
| 0.1820 | 31.06 | |
| 0.9683 | 658.74 | |
| -0.0082 | -1.47 |
Estimation Period:
Sep 30, 1997 to Feb 6, 2026
Sep 30, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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