Cie d'Entreprises CFE GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:23.43% (-0.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2390 | 20.00 | |
| 0.0949 | 17.93 | |
| 0.8212 | 144.30 | |
| 0.0727 | 6.26 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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