Axa Sa GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:49.35% (-2.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0928 | 14.34 | |
| 0.0335 | 8.67 | |
| 0.8832 | 277.98 | |
| 0.1292 | 15.26 |
Estimation Period:
Oct 16, 2006 to Feb 6, 2026
Oct 16, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on International Equities