CIE Automotive SA MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:21.65% (-3.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.0664 | 0.73 | |
| 0.4119 | 3.24 | |
| -0.0299 | -0.57 | |
| 0.9802 | 0.02 | |
| 0.2843 | 0.02 | |
| 0.0117 | 0.00 |
Estimation Period:
Dec 21, 2022 to Feb 6, 2026
Dec 21, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other CIE Automotive SA Analyses
Other MF2-GARCH Analyses on International Equities