Laurent-Perrier GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:17.69% (-0.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0589 | 16.08 | |
| 0.0791 | 27.36 | |
| 0.9015 | 241.36 |
Estimation Period:
Jun 10, 1999 to Feb 6, 2026
Jun 10, 1999 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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