Christian Dior SE GJR-GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
32.54%
decreased by 0.33%
1 Week
32.51%
decreased by 0.36%
1 Month
32.40%
decreased by 0.47%
Analysis last updated: Thursday, May 21, 2026 at 05:53 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0288 | 7.76 | |
| 0.0000 | 0.00 | |
| 0.9727 | 333.36 | |
| 0.0391 | 7.48 |
Estimation Period:
Sep 17, 2020 to May 15, 2026
Sep 17, 2020 to May 15, 2026
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