Pierre & Vacances SA AGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:36.43% (-2.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3629 | 16.96 | |
| 0.1374 | 32.86 | |
| 0.7955 | 148.06 | |
| 0.7699 | 10.02 |
Estimation Period:
Jun 11, 1999 to Feb 13, 2026
Jun 11, 1999 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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