Solvay SA MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:27.21% (-0.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.0520 | 22.07 | |
| 0.8825 | 213.38 | |
| 0.0366 | 6.95 | |
| 0.0205 | 3.98 | |
| 0.0278 | 4.77 | |
| 0.9649 | 125.18 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
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