S A Fountaine Pajot GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:33.97% (+7.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5831 | 22.11 | |
| 0.2253 | 27.86 | |
| 0.6951 | 77.16 |
Estimation Period:
Jul 3, 2007 to Feb 13, 2026
Jul 3, 2007 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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