Cie de Saint-Gobain Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 27th, 2026:26.33% (-0.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2152 | 7.15 | |
| 0.0815 | 8.47 | |
| 0.9059 | 98.43 | |
| 0.0013 | 1.92 |
Estimation Period:
Jan 1, 1990 to Feb 20, 2026
Jan 1, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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