Arkema SA GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:31.67% (-0.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0469 | 10.46 | |
| 0.0042 | 1.69 | |
| 0.9503 | 371.93 | |
| 0.0734 | 18.32 |
Estimation Period:
May 18, 2006 to Feb 6, 2026
May 18, 2006 to Feb 6, 2026
News Impact Curve
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