Accor SA MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:23.74% (-0.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 121 | ||
| 0.0093 | 5.73 | |
| 0.9117 | 327.73 | |
| 0.0858 | 26.48 | |
| 0.0431 | 4.96 | |
| 0.0309 | 4.85 | |
| 0.9572 | 114.40 |
Estimation Period:
Jan 1, 1990 to Jan 30, 2026
Jan 1, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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