Bouygues SA GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:23.40% (+0.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0899 | 12.24 | |
| 0.0476 | 16.43 | |
| 0.8996 | 262.88 | |
| 0.0671 | 8.71 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
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