Kering MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:36.82% (-0.97%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.0251 | 14.82 | |
| 0.9112 | 304.96 | |
| 0.0704 | 21.84 | |
| 0.0210 | 7.26 | |
| 0.0170 | 6.55 | |
| 0.9781 | 295.59 |
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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