Cie Generale des Etablissements Michelin MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:25.40% (-0.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.0460 | 19.03 | |
| 0.8404 | 155.37 | |
| 0.0784 | 16.10 | |
| 0.0258 | 4.34 | |
| 0.0335 | 5.69 | |
| 0.9596 | 131.99 |
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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