Credit Immobilier et Hotelier MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:26.49% (-1.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 46 | ||
| 0.1503 | 15.86 | |
| 0.7889 | 53.46 | |
| -0.0271 | -2.59 | |
| 4.7726 | 0.05 | |
| 0.0418 | 0.04 | |
| 0.0000 | 0.00 |
Estimation Period:
Jul 1, 1993 to Feb 6, 2026
Jul 1, 1993 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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