Etablissements Maurel et Prom Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:38.55% (-0.99%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8703 | 3.64 | |
| 0.1119 | 9.72 | |
| 0.8443 | 56.02 | |
| -0.1268 | -2.18 | |
| 0.1744 | 2.12 | |
| -0.0789 | -1.72 | |
| 0.0688 | 1.75 | |
| -0.0933 | -2.29 | |
| 0.1325 | 3.11 | |
| -0.1091 | -2.67 | |
| 0.0275 | 0.95 |
Estimation Period:
Aug 17, 1990 to Feb 6, 2026
Aug 17, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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