Abivax Societe Anonyme GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:55.96% (-4.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6728 | 5.53 | |
| 0.2838 | 5.06 | |
| 0.7967 | 81.09 | |
| -0.1705 | -2.19 |
Estimation Period:
Oct 20, 2023 to Feb 6, 2026
Oct 20, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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