Tonnellerie Francois Freres AGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:34.25% (+2.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.4478 | 18.55 | |
| 0.2721 | 20.63 | |
| 0.2483 | 9.39 | |
| 0.0827 | 0.67 |
Estimation Period:
Feb 15, 2021 to Jan 30, 2026
Feb 15, 2021 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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