Pernod Ricard SA GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:29.65% (+0.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0282 | 19.29 | |
| 0.0328 | 19.09 | |
| 0.9397 | 609.80 | |
| 0.0367 | 9.06 |
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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