MON Courtier Energie GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:33.72% (+3.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5847 | 16.14 | |
| 0.4017 | 7.63 | |
| 0.5389 | 30.17 | |
| -0.0846 | -1.21 |
Estimation Period:
May 30, 2023 to Feb 6, 2026
May 30, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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