Accor SA MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:21.66% (-0.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 121 | ||
| 0.0092 | 5.68 | |
| 0.9115 | 326.81 | |
| 0.0862 | 26.58 | |
| 0.0426 | 4.96 | |
| 0.0305 | 4.86 | |
| 0.9576 | 115.89 |
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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