Groupe Gascogne MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:50.01% (-0.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1552 | 24.66 | |
| 0.5614 | 34.06 | |
| 0.0724 | 8.29 | |
| 0.0079 | 1.97 | |
| 0.0231 | 4.15 | |
| 0.9763 | 168.47 |
Estimation Period:
Jul 18, 1991 to Feb 6, 2026
Jul 18, 1991 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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