CIE Automotive SA MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:26.52% (+2.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.0974 | 18.07 | |
| 0.6812 | 51.60 | |
| 0.0733 | 8.37 | |
| 0.0215 | 1.78 | |
| 0.0266 | 4.06 | |
| 0.9677 | 122.61 |
Estimation Period:
Jul 24, 1997 to Feb 6, 2026
Jul 24, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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