V-Lab
Cie Generale des Etablissements Michelin MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:17.92% (-0.39%)
Analysis last updated: Friday, May 3, 2024 at 01:01 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.0435 | 18.93 | |
| 0.8518 | 158.95 | |
| 0.0775 | 16.21 | |
| 0.0250 | 4.64 | |
| 0.0351 | 5.88 | |
| 0.9584 | 132.61 |
Estimation Period:
Jan 1, 1990 to Apr 30, 2024
Jan 1, 1990 to Apr 30, 2024
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