NRJ Group MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.53% (-1.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.1056 | 20.03 | |
| 0.6877 | 64.02 | |
| 0.0579 | 7.18 | |
| 0.0211 | 2.54 | |
| 0.0231 | 3.15 | |
| 0.9686 | 101.15 |
Estimation Period:
Jun 15, 2000 to Feb 6, 2026
Jun 15, 2000 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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