Cie Generale des Etablissements Michelin MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.35% (-1.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 71 | ||
| 0.0456 | 18.72 | |
| 0.8393 | 141.81 | |
| 0.0801 | 16.20 | |
| 0.0229 | 4.06 | |
| 0.0309 | 4.81 | |
| 0.9629 | 123.86 |
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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