Societe Marseillaise du Tunnel Prado-Carenage SA GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:13.01% (-0.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0322 | 9.45 | |
| 0.0754 | 12.70 | |
| 0.9152 | 154.96 | |
| -0.0089 | -1.01 |
Estimation Period:
Jul 9, 2004 to Feb 13, 2026
Jul 9, 2004 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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