Agma Lahlou-Tazi SA GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:45.65% (-2.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1251 | 15.31 | |
| 0.0895 | 10.76 | |
| 0.8763 | 186.29 | |
| 0.0294 | 1.97 |
Estimation Period:
Nov 10, 1998 to Feb 6, 2026
Nov 10, 1998 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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