Rexel SA MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:22.36% (-0.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.0429 | 10.57 | |
| 0.7865 | 69.39 | |
| 0.1103 | 17.27 | |
| 0.0596 | 2.98 | |
| 0.0351 | 3.44 | |
| 0.9516 | 70.61 |
Estimation Period:
Apr 4, 2007 to Feb 6, 2026
Apr 4, 2007 to Feb 6, 2026
News Impact Curve
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