Mercialys SA GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:17.37% (-0.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0375 | 13.70 | |
| 0.0701 | 23.77 | |
| 0.9200 | 275.61 |
Estimation Period:
Oct 11, 2005 to Feb 6, 2026
Oct 11, 2005 to Feb 6, 2026
News Impact Curve
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