Groupe Crit GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:28.05% (-1.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2513 | 20.47 | |
| 0.1418 | 35.92 | |
| 0.8143 | 159.33 |
Estimation Period:
Mar 18, 1999 to Feb 6, 2026
Mar 18, 1999 to Feb 6, 2026
News Impact Curve
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