Cie de Saint-Gobain MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:24.81% (-0.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 71 | ||
| 0.0192 | 9.72 | |
| 0.8894 | 337.67 | |
| 0.1162 | 31.76 | |
| 0.0162 | 8.06 | |
| 0.0179 | 6.74 | |
| 0.9782 | 305.39 |
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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