Dassault Aviation SA GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:30.60% (-0.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0849 | 19.37 | |
| 0.0526 | 20.11 | |
| 0.9022 | 336.00 | |
| 0.0618 | 9.73 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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