Tonnellerie Francois Freres GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:38.42% (-7.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.2596 | 16.92 | |
| 0.2580 | 19.91 | |
| 0.2999 | 11.04 |
Estimation Period:
Feb 15, 2021 to Feb 6, 2026
Feb 15, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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