Coface SA AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:24.74% (-0.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5971 | 10.49 | |
| 0.1727 | 15.96 | |
| 0.6955 | 38.07 | |
| 0.4200 | 3.75 |
Estimation Period:
Jun 26, 2014 to Feb 6, 2026
Jun 26, 2014 to Feb 6, 2026
News Impact Curve
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