Coty Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:92.51% (-10.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5937 | 16.27 | |
| 0.1562 | 13.85 | |
| 0.7995 | 108.77 | |
| -0.0141 | -0.74 |
Estimation Period:
Jun 13, 2013 to Feb 6, 2026
Jun 13, 2013 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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