Legrand SA GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:21.23% (-0.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0445 | 13.47 | |
| 0.0201 | 11.41 | |
| 0.9322 | 478.30 | |
| 0.0639 | 11.18 |
Estimation Period:
Apr 6, 2006 to Feb 13, 2026
Apr 6, 2006 to Feb 13, 2026
News Impact Curve
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