Groupe LDLC GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:72.07% (-2.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2205 | 15.13 | |
| 0.0602 | 13.83 | |
| 0.9006 | 251.42 | |
| 0.0430 | 5.03 |
Estimation Period:
Apr 13, 2000 to Feb 6, 2026
Apr 13, 2000 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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