Financiere Moncey GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:38.56% (+0.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.3241 | 17.81 | |
| 0.1508 | 24.40 | |
| 0.5913 | 38.26 |
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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