Accor Sa GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:22.36% (+0.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0358 | 4.02 | |
| 0.0049 | 3.22 | |
| 0.9584 | 298.10 | |
| 0.0537 | 7.03 |
Estimation Period:
Oct 4, 2017 to Feb 6, 2026
Oct 4, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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