Etablissements Maurel et Prom Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:36.31% (-1.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8456 | 3.56 | |
| 0.1118 | 9.70 | |
| 0.8440 | 56.01 | |
| -0.1352 | -2.31 | |
| 0.1880 | 2.27 | |
| -0.0882 | -1.92 | |
| 0.0756 | 1.93 | |
| -0.0967 | -2.36 | |
| 0.1304 | 2.99 | |
| -0.0967 | -2.08 | |
| -0.0098 | -0.14 |
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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