Solvay SA GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:26.77% (-0.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0486 | 15.46 | |
| 0.0446 | 17.59 | |
| 0.9239 | 408.45 | |
| 0.0311 | 5.03 |
Estimation Period:
Jan 1, 1990 to Feb 20, 2026
Jan 1, 1990 to Feb 20, 2026
News Impact Curve
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