Robertet SA GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:27.02% (+0.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0224 | 5.71 | |
| 0.0345 | 8.23 | |
| 0.9643 | 392.31 | |
| -0.0129 | -1.90 |
Estimation Period:
Jul 26, 2019 to Feb 13, 2026
Jul 26, 2019 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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