Abéo SA GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:20.42% (-0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1819 | 11.54 | |
| 0.0774 | 12.75 | |
| 0.8622 | 135.34 | |
| 0.0545 | 3.62 |
Estimation Period:
Oct 10, 2016 to Feb 6, 2026
Oct 10, 2016 to Feb 6, 2026
News Impact Curve
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