Pierre & Vacances SA GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:30.36% (-0.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3315 | 13.54 | |
| 0.1090 | 24.82 | |
| 0.8403 | 147.14 |
Estimation Period:
Jun 11, 1999 to Feb 6, 2026
Jun 11, 1999 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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