Safran SA MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:21.30% (-0.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0735 | 22.20 | |
| 0.7256 | 68.33 | |
| 0.1176 | 18.10 | |
| 0.0113 | 3.74 | |
| 0.0309 | 6.39 | |
| 0.9664 | 189.83 |
Estimation Period:
Jan 1, 1990 to Jan 30, 2026
Jan 1, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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