Christian Dior SE MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:35.97% (-0.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0000 | 0.00 | |
| 0.9800 | 203.12 | |
| 0.0340 | 10.82 | |
| 4.7567 | 0.05 | |
| 0.0000 | 0.00 | |
| 0.0000 | 0.00 |
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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