Omer-Decugis & Cie Sa MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:35.60% (-3.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 111 | ||
| 0.2051 | 10.92 | |
| 0.4629 | 14.17 | |
| 0.0294 | 0.67 | |
| 5.3098 | 0.04 | |
| 0.0000 | 0.00 | |
| 0.1329 | 0.01 |
Estimation Period:
Jun 18, 2021 to Feb 6, 2026
Jun 18, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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