GPE Pizzorno Environnement GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 5th, 2026:31.03% (-0.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2452 | 4.17 | |
| 0.0673 | 7.25 | |
| 0.8867 | 76.25 | |
| -0.0027 | -0.10 |
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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