Compagnie De L'Odet GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:20.87% (+0.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1818 | 13.76 | |
| 0.0471 | 10.62 | |
| 0.8407 | 91.48 | |
| 0.0799 | 7.18 |
Estimation Period:
Feb 12, 2008 to Feb 13, 2026
Feb 12, 2008 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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