Encres Dubuit GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:30.05% (+0.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1785 | 13.18 | |
| 0.0272 | 9.13 | |
| 0.9232 | 222.46 | |
| 0.0296 | 4.03 |
Estimation Period:
Mar 6, 2000 to Feb 6, 2026
Mar 6, 2000 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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