Cie Generale des Etablissements Michelin Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:26.07% (-1.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2374 | 10.88 | |
| 0.0824 | 6.11 | |
| 0.8965 | 63.71 | |
| 0.0003 | 2.47 |
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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