Derichebourg SA GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:37.28% (-0.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4337 | 20.40 | |
| 0.1164 | 31.36 | |
| 0.8415 | 176.26 |
Estimation Period:
Dec 8, 1994 to Feb 13, 2026
Dec 8, 1994 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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