Vinci SA GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:28.39% (-0.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0563 | 17.88 | |
| 0.0340 | 15.63 | |
| 0.9080 | 408.62 | |
| 0.0951 | 18.84 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
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