VP Bank AG EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:18.24% (-1.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0466 | 20.64 | |
| 0.1918 | 40.99 | |
| 0.9689 | 703.14 | |
| -0.0413 | -8.87 |
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Jan 3, 1990 to Feb 6, 2026
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