Cie Generale des Etablissements Michelin GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:26.62% (-0.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0681 | 18.95 | |
| 0.0433 | 20.46 | |
| 0.9151 | 352.52 | |
| 0.0526 | 9.49 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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