Arcure SA GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:43.93% (-0.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9335 | 7.06 | |
| 0.0712 | 7.56 | |
| 0.8417 | 57.28 | |
| 0.0226 | 1.23 |
Estimation Period:
Dec 16, 2022 to Feb 6, 2026
Dec 16, 2022 to Feb 6, 2026
News Impact Curve
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