LE Groupe IDI GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:16.52% (+0.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6883 | 9.00 | |
| 0.4978 | 7.10 | |
| 0.2712 | 4.73 | |
| -0.0945 | -0.81 |
Estimation Period:
Jun 3, 2024 to Feb 6, 2026
Jun 3, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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