Cie Generale des Etablissements Michelin Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:25.17% (-0.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2179 | 8.69 | |
| 0.0826 | 6.02 | |
| 0.8960 | 63.09 | |
| 0.0002 | 0.36 |
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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