GPE Pizzorno Environnement AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 5th, 2026:30.77% (-0.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2414 | 4.11 | |
| 0.0662 | 8.51 | |
| 0.8874 | 78.61 | |
| 0.1098 | 0.35 |
Estimation Period:
Apr 6, 2023 to Jan 30, 2026
Apr 6, 2023 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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