Immobiliere Dassault SA GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:20.24% (+1.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5282 | 9.94 | |
| 0.1875 | 7.62 | |
| 0.5700 | 17.32 | |
| -0.0990 | -2.84 |
Estimation Period:
Nov 3, 2021 to Feb 13, 2026
Nov 3, 2021 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Immobiliere Dassault SA Analyses
Other GJR-GARCH Analyses on Real Estate