Axa Sa GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:25.73% (+0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0636 | 14.06 | |
| 0.0303 | 9.42 | |
| 0.9086 | 393.99 | |
| 0.0954 | 15.20 |
Estimation Period:
Mar 12, 1999 to Feb 13, 2026
Mar 12, 1999 to Feb 13, 2026
News Impact Curve
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