Paulic Meunerie Sa GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:32.38% (-0.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4186 | 11.69 | |
| 0.0680 | 9.03 | |
| 0.8447 | 106.12 | |
| 0.0902 | 5.84 |
Estimation Period:
Feb 18, 2020 to Feb 6, 2026
Feb 18, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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