GPE Pizzorno Environnement MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 5th, 2026:27.66% (-1.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.1269 | 11.70 | |
| 0.8446 | 79.89 | |
| 0.0568 | 5.79 | |
| 7.3786 | 12.87 | |
| 0.0000 | 0.01 | |
| 0.9987 | 478.76 |
Estimation Period:
Apr 6, 2023 to Jan 30, 2026
Apr 6, 2023 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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