Assystem GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:50.72% (-1.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0622 | 16.10 | |
| 0.0471 | 18.10 | |
| 0.9301 | 450.40 | |
| 0.0263 | 6.19 |
Estimation Period:
Oct 22, 1999 to Feb 13, 2026
Oct 22, 1999 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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