Orange SA MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.27% (-0.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0251 | 8.70 | |
| 0.9580 | 301.92 | |
| 0.0251 | 11.97 | |
| 2.6454 | 0.01 | |
| 0.0099 | 0.01 | |
| 0.0655 | 0.00 |
Estimation Period:
Oct 17, 1997 to Feb 6, 2026
Oct 17, 1997 to Feb 6, 2026
News Impact Curve
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