Patrimoine et Commerce SA MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:13.58% (-0.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 51 | ||
| 0.1120 | 16.79 | |
| 0.6793 | 56.17 | |
| 0.0803 | 8.47 | |
| 0.3388 | 3.18 | |
| 0.9365 | 28.49 | |
| 0.0000 | 0.00 |
Estimation Period:
Mar 2, 1998 to Feb 6, 2026
Mar 2, 1998 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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