Deezer S A MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:37.82% (-0.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 111 | ||
| 0.4604 | 10.42 | |
| 0.2762 | 9.18 | |
| -0.2604 | -5.24 | |
| 8.2612 | 0.10 | |
| 0.0361 | 0.08 | |
| 0.0000 | 0.00 |
Estimation Period:
Jul 5, 2022 to Feb 6, 2026
Jul 5, 2022 to Feb 6, 2026
News Impact Curve
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