Christian Dior SE GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:36.54% (-0.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0608 | 13.37 | |
| 0.0235 | 11.55 | |
| 0.9231 | 367.04 | |
| 0.0760 | 16.10 |
Estimation Period:
Dec 4, 1991 to Feb 6, 2026
Dec 4, 1991 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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