Wabtec Corp EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:23.16% (-0.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0401 | 13.53 | |
| 0.1232 | 27.56 | |
| 0.9801 | 827.79 | |
| -0.0672 | -17.22 |
Estimation Period:
Jun 16, 1995 to Feb 6, 2026
Jun 16, 1995 to Feb 6, 2026
News Impact Curve
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