Solvay SA GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:28.91% (-0.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0485 | 15.45 | |
| 0.0447 | 17.61 | |
| 0.9239 | 408.82 | |
| 0.0310 | 5.01 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
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