Carrefour SA GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.51% (-0.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0488 | 18.62 | |
| 0.0179 | 9.44 | |
| 0.9422 | 542.11 | |
| 0.0484 | 12.90 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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