Vinci SA MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:22.19% (-0.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 121 | ||
| 0.0301 | 12.96 | |
| 0.8555 | 212.02 | |
| 0.1218 | 26.77 | |
| 0.0107 | 5.17 | |
| 0.0287 | 6.70 | |
| 0.9683 | 203.03 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
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