Fleury Michon SA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:21.78% (+1.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0599 | 5.24 | |
| 0.2060 | 6.08 | |
| 0.5081 | 8.08 | |
| -0.0486 | -0.42 | |
| 0.0461 | 0.28 | |
| 0.1186 | 1.20 | |
| -0.3042 | -2.99 | |
| 0.3473 | 3.12 | |
| -0.2450 | -2.18 | |
| 0.1554 | 1.36 | |
| -0.1272 | -1.29 | |
| 0.0697 | 0.87 | |
| -0.0094 | -0.15 |
Estimation Period:
Feb 3, 2000 to Feb 6, 2026
Feb 3, 2000 to Feb 6, 2026
News Impact Curve
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