Moulinvest SA GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:36.54% (-0.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4093 | 7.13 | |
| 0.0171 | 3.95 | |
| 0.8933 | 104.03 | |
| 0.0954 | 6.59 |
Estimation Period:
Jun 15, 2021 to Feb 6, 2026
Jun 15, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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