Groupe ADP GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:25.32% (-0.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0172 | 4.00 | |
| 0.0175 | 5.04 | |
| 0.9854 | 454.11 | |
| -0.0175 | -5.56 |
Estimation Period:
Oct 2, 2020 to Feb 6, 2026
Oct 2, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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