Lacroix Group SA GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:39.40% (-4.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8266 | 14.22 | |
| 0.3233 | 5.24 | |
| 0.5274 | 26.96 | |
| -0.1534 | -1.95 |
Estimation Period:
Mar 10, 2021 to Feb 13, 2026
Mar 10, 2021 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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