Cie d'Entreprises CFE MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:22.41% (-1.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 51 | ||
| 0.1404 | 21.58 | |
| 0.6461 | 56.33 | |
| 0.0598 | 4.97 | |
| 0.0803 | 1.99 | |
| 0.0371 | 2.42 | |
| 0.9436 | 37.92 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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