Fleury Michon SA GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:19.72% (-1.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6138 | 24.02 | |
| 0.2442 | 15.30 | |
| 0.5223 | 36.75 | |
| -0.0361 | -1.41 |
Estimation Period:
Feb 3, 2000 to Feb 6, 2026
Feb 3, 2000 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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