Carrefour SA GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:20.46% (+0.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0489 | 18.69 | |
| 0.0180 | 9.47 | |
| 0.9421 | 541.76 | |
| 0.0483 | 12.88 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
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