Accor SA GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.95% (-0.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0611 | 15.75 | |
| 0.0163 | 9.48 | |
| 0.9312 | 480.50 | |
| 0.0729 | 16.03 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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