CPI Europe AG MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:55.29% (-4.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 46 | ||
| 0.1915 | 56.02 | |
| 0.9030 | 599.62 | |
| -0.1915 | -56.67 | |
| 0.0000 | 1.00 | |
| 0.0268 | 91.16 | |
| 0.0327 | 59.27 |
Estimation Period:
Mar 7, 2025 to Feb 6, 2026
Mar 7, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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