Aeroports de Paris MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:28.47% (-0.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0668 | 12.54 | |
| 0.6705 | 43.64 | |
| 0.1092 | 11.39 | |
| 0.0083 | 1.45 | |
| 0.0198 | 3.25 | |
| 0.9776 | 126.08 |
Estimation Period:
Jun 15, 2006 to Feb 6, 2026
Jun 15, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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