Groupe Crit AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:28.58% (-1.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2603 | 21.10 | |
| 0.1514 | 39.69 | |
| 0.8009 | 165.30 | |
| 0.3390 | 9.24 |
Estimation Period:
Mar 18, 1999 to Feb 6, 2026
Mar 18, 1999 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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