Cie Generale des Etablissements Michelin GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:23.44% (-0.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0670 | 18.84 | |
| 0.0427 | 20.36 | |
| 0.9159 | 356.66 | |
| 0.0529 | 9.60 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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