Vivendi SE MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:31.11% (+0.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.0138 | 5.92 | |
| 0.8685 | 202.01 | |
| 0.1233 | 25.24 | |
| 0.0166 | 3.89 | |
| 0.0096 | 3.04 | |
| 0.9855 | 225.05 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
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