Touax SA GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:24.65% (-0.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3233 | 18.41 | |
| 0.0802 | 14.19 | |
| 0.8151 | 128.17 | |
| 0.0733 | 6.27 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
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