Maison Pommery & Associes SA MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:19.66% (-1.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.1318 | 15.67 | |
| 0.6987 | 51.31 | |
| 0.0559 | 5.92 | |
| 0.0048 | 3.33 | |
| 0.0120 | 5.05 | |
| 0.9859 | 367.74 |
Estimation Period:
Apr 8, 1998 to Feb 13, 2026
Apr 8, 1998 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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