Cie Gen Des Etablis Michelin MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:23.07% (-0.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 121 | ||
| 0.0000 | 0.01 | |
| 0.9528 | 367.43 | |
| 0.0638 | 20.68 | |
| 3.1296 | 0.00 | |
| 0.0000 | 0.00 | |
| 0.0000 | 0.00 |
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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