Amundi SA GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:24.92% (-0.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2687 | 15.11 | |
| 0.0160 | 3.86 | |
| 0.8102 | 95.55 | |
| 0.1645 | 11.94 |
Estimation Period:
Nov 11, 2015 to Feb 13, 2026
Nov 11, 2015 to Feb 13, 2026
News Impact Curve
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