Cie Gen Des Etablis Michelin AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:27.12% (-0.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0096 | -1.27 | |
| 0.0483 | 26.02 | |
| 0.9242 | 345.49 | |
| 1.3938 | 24.73 |
Estimation Period:
Jul 26, 2010 to Feb 6, 2026
Jul 26, 2010 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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