Christian Dior SE GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:30.06% (-0.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1355 | 4.59 | |
| 0.0123 | 4.13 | |
| 0.9456 | 88.29 |
Estimation Period:
Sep 17, 2020 to Feb 6, 2026
Sep 17, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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