Edreams Odigeo GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:66.38% (+14.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7009 | 9.49 | |
| 0.2466 | 8.00 | |
| 0.7489 | 37.13 | |
| -0.0293 | -0.76 |
Estimation Period:
May 30, 2014 to Feb 6, 2026
May 30, 2014 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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