Nexity SA MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:44.66% (-4.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 46 | ||
| 0.0876 | 15.13 | |
| 0.6660 | 64.76 | |
| 0.1386 | 13.06 | |
| 0.0155 | 1.23 | |
| 0.0157 | 3.21 | |
| 0.9816 | 138.47 |
Estimation Period:
Oct 21, 2004 to Feb 6, 2026
Oct 21, 2004 to Feb 6, 2026
News Impact Curve
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