Societe Industrielle et Financiere de l'Artois SA GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 5th, 2026:33.33% (+2.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6826 | 22.12 | |
| 0.2513 | 17.66 | |
| 0.5488 | 46.13 | |
| -0.0548 | -2.53 |
Estimation Period:
Jan 1, 1990 to Dec 31, 2025
Jan 1, 1990 to Dec 31, 2025
News Impact Curve
Volatility Forecasts
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