Spartoo SAS GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:57.71% (+0.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0619 | 4.11 | |
| 0.0058 | 2.58 | |
| 0.9799 | 597.48 | |
| 0.0220 | 3.00 |
Estimation Period:
Jul 7, 2021 to Feb 6, 2026
Jul 7, 2021 to Feb 6, 2026
News Impact Curve
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