Altarea SCA GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:22.79% (-0.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0852 | 10.23 | |
| 0.0449 | 10.28 | |
| 0.9258 | 210.99 | |
| 0.0148 | 1.85 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
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