Pernod Ricard SA MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:27.18% (-0.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.0365 | 20.49 | |
| 0.9110 | 305.50 | |
| 0.0394 | 13.24 | |
| 0.0152 | 8.69 | |
| 0.0326 | 9.82 | |
| 0.9617 | 247.68 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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