Omer-Decugis & Cie Sa GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:38.70% (-0.99%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6420 | 15.30 | |
| 0.2166 | 8.52 | |
| 0.4752 | 19.91 | |
| 0.0272 | 0.49 |
Estimation Period:
Jun 18, 2021 to Feb 6, 2026
Jun 18, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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