STE Explosifs & Produit Chim GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:41.29% (-0.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0336 | 3.67 | |
| 0.0552 | 6.25 | |
| 0.9617 | 294.19 | |
| -0.0552 | -5.46 |
Estimation Period:
May 25, 2021 to Feb 6, 2026
May 25, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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