Parrot SA MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:78.17% (-6.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.1069 | 11.34 | |
| 0.7517 | 44.19 | |
| 0.0948 | 8.43 | |
| 0.0539 | 1.82 | |
| 0.0091 | 3.18 | |
| 0.9871 | 192.15 |
Estimation Period:
Jun 27, 2006 to Feb 6, 2026
Jun 27, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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