Groupe ADP MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:25.81% (-0.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.0226 | 8.80 | |
| 0.9857 | 203.83 | |
| -0.0226 | -5.92 | |
| 0.0605 | 0.04 | |
| 0.0000 | 0.00 | |
| 0.9841 | 2.12 |
Estimation Period:
Oct 2, 2020 to Feb 13, 2026
Oct 2, 2020 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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