Accor SA GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:23.45% (-0.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0608 | 15.71 | |
| 0.0161 | 9.45 | |
| 0.9314 | 481.84 | |
| 0.0729 | 16.08 |
Estimation Period:
Jan 1, 1990 to Feb 20, 2026
Jan 1, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on International Equities