Bic Camera Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.81% (-0.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4135 | 19.52 | |
| 0.1680 | 18.19 | |
| 0.6632 | 55.04 | |
| 0.1967 | 6.78 |
Estimation Period:
Aug 10, 2006 to Feb 6, 2026
Aug 10, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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