Groupe Crit GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:28.05% (-1.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2297 | 19.49 | |
| 0.0933 | 22.19 | |
| 0.8277 | 169.16 | |
| 0.0817 | 8.13 |
Estimation Period:
Mar 18, 1999 to Feb 6, 2026
Mar 18, 1999 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on International Equities