Sipef Nv GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:19.82% (-0.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2115 | 5.94 | |
| 0.0796 | 5.39 | |
| 0.8057 | 31.33 | |
| -0.0067 | -0.24 |
Estimation Period:
Sep 22, 2022 to Feb 6, 2026
Sep 22, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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