Carrefour SA Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:24.43% (-0.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9544 | 8.91 | |
| 0.0513 | 6.23 | |
| 0.9122 | 64.02 | |
| 0.0267 | 1.24 | |
| -0.0118 | -0.36 | |
| -0.0782 | -3.53 | |
| 0.1434 | 6.55 | |
| -0.1390 | -6.43 | |
| 0.0910 | 4.09 | |
| -0.0513 | -1.77 | |
| 0.0323 | 0.66 |
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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