Electricite De Strasbourg GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.92% (-0.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1209 | 7.53 | |
| 0.0822 | 4.53 | |
| 0.8644 | 63.47 | |
| -0.0308 | -1.34 |
Estimation Period:
Mar 10, 2021 to Feb 6, 2026
Mar 10, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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