S A Fountaine Pajot GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:33.12% (+8.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5488 | 19.29 | |
| 0.1803 | 15.18 | |
| 0.7092 | 74.24 | |
| 0.0750 | 2.64 |
Estimation Period:
Jul 3, 2007 to Feb 6, 2026
Jul 3, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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