Cie Generale des Etablissements Michelin GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:23.32% (-0.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.2710 | 4.29 | |
| 0.0490 | 33.75 | |
| 0.9937 | 643.57 | |
| 6.3040 | 6.15 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
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