Cie Generale des Etablissements Michelin GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:25.36% (-0.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.2771 | 4.30 | |
| 0.0491 | 33.66 | |
| 0.9936 | 636.93 | |
| 6.2884 | 6.16 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
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