Groupe Crit MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:23.53% (-1.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.1378 | 24.36 | |
| 0.6462 | 56.50 | |
| 0.1242 | 14.55 | |
| 0.1145 | 2.43 | |
| 0.0687 | 2.39 | |
| 0.9074 | 23.50 |
Estimation Period:
Mar 18, 1999 to Feb 6, 2026
Mar 18, 1999 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other MF2-GARCH Analyses on International Equities