Credit Immobilier et Hotelier GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:27.59% (-1.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5074 | 12.23 | |
| 0.1531 | 15.54 | |
| 0.7580 | 73.75 | |
| -0.0313 | -2.13 |
Estimation Period:
Jul 1, 1993 to Feb 6, 2026
Jul 1, 1993 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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