Christian Dior SE GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:37.43% (-0.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0323 | 8.02 | |
| 0.0000 | 0.00 | |
| 0.9699 | 294.44 | |
| 0.0435 | 7.75 |
Estimation Period:
Sep 17, 2020 to Feb 6, 2026
Sep 17, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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