Compagnie De L'Odet GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:19.29% (-0.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2888 | 16.52 | |
| 0.1135 | 19.22 | |
| 0.7679 | 71.97 |
Estimation Period:
Feb 12, 2008 to Feb 13, 2026
Feb 12, 2008 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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