Cie de Saint-Gobain MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:24.84% (+1.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 71 | ||
| 0.0192 | 9.72 | |
| 0.8892 | 337.32 | |
| 0.1165 | 31.84 | |
| 0.0162 | 8.05 | |
| 0.0180 | 6.74 | |
| 0.9781 | 304.13 |
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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