Orange SA GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:23.07% (-0.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0131 | 13.70 | |
| 0.0310 | 17.61 | |
| 0.9543 | 675.34 | |
| 0.0218 | 6.25 |
Estimation Period:
Oct 17, 1997 to Feb 13, 2026
Oct 17, 1997 to Feb 13, 2026
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