Robertet SA MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:22.15% (-0.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 56 | ||
| 0.1725 | 21.13 | |
| 0.4466 | 17.73 | |
| -0.0438 | -4.48 | |
| 0.2158 | 0.71 | |
| 0.1514 | 0.78 | |
| 0.7698 | 2.58 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
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