Aeroports de Paris GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:25.98% (-0.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0500 | 15.02 | |
| 0.0466 | 11.28 | |
| 0.9209 | 296.68 | |
| 0.0345 | 4.25 |
Estimation Period:
Jun 15, 2006 to Feb 6, 2026
Jun 15, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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