Vivendi SE GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:34.53% (+4.99%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1177 | 13.63 | |
| 0.0180 | 7.98 | |
| 0.8925 | 295.33 | |
| 0.1119 | 15.02 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on International Equities