Accor SA MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:23.36% (-0.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 121 | ||
| 0.0093 | 5.75 | |
| 0.9114 | 326.30 | |
| 0.0862 | 26.54 | |
| 0.0423 | 4.98 | |
| 0.0302 | 4.87 | |
| 0.9581 | 117.63 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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