Groupe Gascogne GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:58.06% (-1.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0327 | 11.14 | |
| 0.0285 | 15.19 | |
| 0.9417 | 600.57 | |
| 0.0538 | 13.50 |
Estimation Period:
Jul 18, 1991 to Feb 6, 2026
Jul 18, 1991 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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