Carrefour SA MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.66% (-0.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 96 | ||
| 0.0206 | 9.41 | |
| 0.9079 | 228.51 | |
| 0.0618 | 16.18 | |
| 0.0191 | 4.46 | |
| 0.0149 | 4.22 | |
| 0.9788 | 205.84 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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