Pernod Ricard SA MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:27.20% (-0.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0395 | 19.99 | |
| 0.8974 | 176.90 | |
| 0.0416 | 12.30 | |
| 0.0081 | 6.04 | |
| 0.0181 | 4.92 | |
| 0.9789 | 234.62 |
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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