Bureau Veritas SA GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:25.73% (+1.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0882 | 18.56 | |
| 0.0321 | 10.88 | |
| 0.8778 | 232.03 | |
| 0.0991 | 13.06 |
Estimation Period:
Oct 23, 2007 to Feb 6, 2026
Oct 23, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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