Cie Du Bois Sauvage GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:30.79% (+3.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0276 | 14.79 | |
| 0.0967 | 21.59 | |
| 0.8986 | 244.59 | |
| -0.0008 | -0.11 |
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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