Transgene SA MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:49.50% (-0.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 86 | ||
| 0.2051 | 23.30 | |
| 0.6697 | 40.44 | |
| -0.0459 | -3.50 | |
| 0.4180 | 1.62 | |
| 0.0556 | 1.83 | |
| 0.9121 | 18.64 |
Estimation Period:
Mar 26, 1998 to Feb 6, 2026
Mar 26, 1998 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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