Coface SA MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:26.13% (+0.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.1390 | 9.46 | |
| 0.7478 | 43.43 | |
| 0.0326 | 2.26 | |
| 5.0552 | 0.02 | |
| 0.0000 | 0.00 | |
| 0.0000 | 0.00 |
Estimation Period:
Jun 26, 2014 to Feb 6, 2026
Jun 26, 2014 to Feb 6, 2026
News Impact Curve
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