Moulinvest Sa GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:23.97% (-1.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5119 | 11.44 | |
| 0.2565 | 14.79 | |
| 0.6772 | 63.78 | |
| 0.0402 | 1.38 |
Estimation Period:
Apr 11, 2011 to Feb 6, 2026
Apr 11, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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