Grolleau S A MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:42.37% (-1.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 41 | ||
| 0.1339 | 8.53 | |
| 0.8068 | 37.18 | |
| 0.0037 | 0.19 | |
| 4.8884 | 0.06 | |
| 0.0741 | 0.05 | |
| 0.3403 | 0.03 |
Estimation Period:
Dec 13, 2021 to Feb 6, 2026
Dec 13, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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