Cie Generale des Etablissements Michelin Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:27.11% (-0.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2386 | 10.86 | |
| 0.0822 | 6.10 | |
| 0.8968 | 63.78 | |
| 0.0003 | 2.49 |
Estimation Period:
Jan 1, 1990 to Jan 30, 2026
Jan 1, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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