Remy Cointreau SA GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:41.95% (-1.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0784 | 14.81 | |
| 0.0549 | 26.60 | |
| 0.9269 | 361.23 |
Estimation Period:
Dec 25, 1991 to Feb 6, 2026
Dec 25, 1991 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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