Burelle SA GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:24.38% (-0.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0737 | 17.16 | |
| 0.0606 | 16.01 | |
| 0.9087 | 293.79 | |
| 0.0271 | 3.77 |
Estimation Period:
Mar 21, 1991 to Feb 6, 2026
Mar 21, 1991 to Feb 6, 2026
News Impact Curve
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