Accor SA GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:22.12% (-0.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0609 | 15.72 | |
| 0.0161 | 9.45 | |
| 0.9313 | 481.30 | |
| 0.0729 | 16.07 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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