Grolleau S A GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:46.23% (-3.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4415 | 9.89 | |
| 0.1060 | 6.95 | |
| 0.8067 | 69.53 | |
| 0.0481 | 1.52 |
Estimation Period:
Dec 13, 2021 to Feb 6, 2026
Dec 13, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Grolleau S A Analyses
Other GJR-GARCH Analyses on International Equities