Engie Sa GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:26.36% (+0.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1160 | 15.08 | |
| 0.0565 | 11.70 | |
| 0.8796 | 175.43 | |
| 0.0574 | 6.27 |
Estimation Period:
Jul 18, 2008 to Feb 6, 2026
Jul 18, 2008 to Feb 6, 2026
News Impact Curve
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