Wendel SA MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:31.82% (-1.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 51 | ||
| 0.0456 | 16.95 | |
| 0.8377 | 152.56 | |
| 0.1012 | 22.65 | |
| 0.0178 | 5.76 | |
| 0.0180 | 6.02 | |
| 0.9768 | 265.08 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other MF2-GARCH Analyses on International Equities