Cie Gen Des Etablis Michelin Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:31.40% (-1.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0825 | 9.74 | |
| 0.0522 | 4.11 | |
| 0.9215 | 51.67 | |
| 0.0008 | 0.89 |
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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