Mercialys SA AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:16.62% (-0.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1427 | 23.98 | |
| 0.1438 | 46.79 | |
| 0.8153 | 295.70 | |
| 0.2075 | 5.90 |
Estimation Period:
Oct 11, 2005 to Feb 6, 2026
Oct 11, 2005 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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