Christian Dior SE MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:35.44% (+0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0227 | 8.50 | |
| 0.9259 | 393.17 | |
| 0.0739 | 24.34 | |
| 3.9733 | 0.00 | |
| 0.0000 | 0.00 | |
| 0.0000 | 0.00 |
Estimation Period:
Dec 4, 1991 to Feb 13, 2026
Dec 4, 1991 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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