Groupe Realites MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:896.74% (+391.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 101 | ||
| 0.1513 | 20.23 | |
| 0.7211 | 57.67 | |
| 0.0471 | 3.15 | |
| 0.3867 | 0.43 | |
| 0.4755 | 0.42 | |
| 0.5245 | 0.45 |
Estimation Period:
May 12, 2014 to Jan 30, 2026
May 12, 2014 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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