SAS Florentaise GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:118.25% (-15.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 3.56 | |
| 0.0468 | 2.56 | |
| 0.7156 | 13.99 | |
| 0.4418 | 3.15 |
Estimation Period:
Jun 3, 2024 to Feb 6, 2026
Jun 3, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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