Orange SA MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.83% (-0.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0443 | 15.17 | |
| 0.8116 | 59.44 | |
| 0.0647 | 13.15 | |
| 0.0150 | 3.46 | |
| 0.0411 | 3.70 | |
| 0.9543 | 80.64 |
Estimation Period:
Oct 20, 1997 to Feb 6, 2026
Oct 20, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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