Tonnellerie Francois Freres GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:33.32% (+3.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.2666 | 16.99 | |
| 0.2511 | 7.71 | |
| 0.2967 | 10.86 | |
| 0.0141 | 0.23 |
Estimation Period:
Feb 15, 2021 to Feb 13, 2026
Feb 15, 2021 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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