Mercialys SA MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:17.78% (-0.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.1048 | 13.15 | |
| 0.5949 | 20.50 | |
| 0.0651 | 5.30 | |
| 0.0253 | 1.32 | |
| 0.0670 | 2.17 | |
| 0.9267 | 27.05 |
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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