Cie Gen Des Etablis Michelin GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:23.18% (-0.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0525 | 11.95 | |
| 0.0005 | 0.40 | |
| 0.9509 | 479.29 | |
| 0.0635 | 13.93 |
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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