Bourrelier Group SA GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 5th, 2026:78.91% (-1.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0175 | 9.00 | |
| 0.0361 | 8.78 | |
| 0.9571 | 427.29 | |
| 0.0135 | 1.70 |
Estimation Period:
Jun 24, 1996 to Jan 16, 2026
Jun 24, 1996 to Jan 16, 2026
News Impact Curve
Volatility Forecasts
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