Ercros SA MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:33.38% (-0.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 96 | ||
| 0.1437 | 27.69 | |
| 0.6760 | 41.69 | |
| 0.0411 | 4.20 | |
| 0.8116 | 0.71 | |
| 0.1694 | 0.66 | |
| 0.7487 | 2.01 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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