CPI Europe AG MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:20.27% (-0.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.0695 | 11.50 | |
| 0.8359 | 104.43 | |
| 0.0989 | 10.56 | |
| 0.0003 | 2.38 | |
| 0.0376 | 2.31 | |
| 0.9624 | 55.60 |
Estimation Period:
Jan 23, 1996 to Feb 6, 2026
Jan 23, 1996 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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