Agma Lahlou-Tazi SA MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:45.39% (-1.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.1001 | 11.06 | |
| 0.8548 | 65.22 | |
| -0.0052 | -0.64 | |
| 0.1297 | 1.79 | |
| 0.0899 | 1.80 | |
| 0.8895 | 14.50 |
Estimation Period:
Nov 10, 1998 to Feb 6, 2026
Nov 10, 1998 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Agma Lahlou-Tazi SA Analyses
Other MF2-GARCH Analyses on International Equities