Cie Generale des Etablissements Michelin Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:31.11% (-0.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2359 | 10.88 | |
| 0.0824 | 6.12 | |
| 0.8965 | 63.80 | |
| 0.0003 | 2.45 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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