Banque Cantonale Vaudoise GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:16.17% (+3.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0122 | 5.95 | |
| 0.0438 | 8.61 | |
| 0.9139 | 144.20 | |
| 0.0664 | 4.04 |
Estimation Period:
Jun 6, 2014 to Feb 6, 2026
Jun 6, 2014 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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