Legrand SA GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:20.67% (-0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0447 | 13.43 | |
| 0.0198 | 11.30 | |
| 0.9321 | 477.75 | |
| 0.0646 | 11.29 |
Estimation Period:
Apr 6, 2006 to Feb 20, 2026
Apr 6, 2006 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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