Omer-Decugis & CIE SA GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:41.24% (+2.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8643 | 9.53 | |
| 0.1914 | 8.00 | |
| 0.7013 | 31.94 | |
| -0.0577 | -1.34 |
Estimation Period:
Jun 24, 2021 to Feb 13, 2026
Jun 24, 2021 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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