Cie Gen Des Etablis Michelin GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:27.75% (-0.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.3277 | 3.02 | |
| 0.0395 | 19.41 | |
| 0.9895 | 252.94 | |
| 4.2084 | 5.74 |
Estimation Period:
Jul 26, 2010 to Feb 6, 2026
Jul 26, 2010 to Feb 6, 2026
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