Samsonite Group SA GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:29.78% (-0.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5422 | 16.31 | |
| 0.0756 | 11.72 | |
| 0.7903 | 103.76 | |
| 0.1344 | 5.86 |
Estimation Period:
Jun 16, 2011 to Feb 6, 2026
Jun 16, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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