Cie de Saint-Gobain GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:24.20% (+1.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0615 | 17.00 | |
| 0.0216 | 12.90 | |
| 0.9161 | 545.63 | |
| 0.0992 | 20.71 |
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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