Christian Dior SE MF2-GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
33.19%
decreased by 0.26%
1 Week
33.19%
decreased by 0.26%
1 Month
33.19%
decreased by 0.26%
Analysis last updated: Thursday, May 21, 2026 at 05:53 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0000 | 0.00 | |
| 0.9814 | 237.91 | |
| 0.0313 | 10.01 | |
| 2.4429 | 0.04 | |
| 0.0000 | 0.00 | |
| 0.4441 | 0.03 |
Estimation Period:
Sep 17, 2020 to May 15, 2026
Sep 17, 2020 to May 15, 2026
Other Christian Dior SE Analyses
Other MF2-GARCH Analyses on International Equities