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	param	t-stat
$ω$	0.5039	9.82
$α$	0.0249	3.47
$β$	0.7850	43.46
$γ$	0.1309	3.75

V-Lab

S A Fountaine Pajot GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 10th, 2026:25.59% (-0.16%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other S A Fountaine Pajot Analyses