Axa Sa GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:19.55% (-0.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0611 | 8.51 | |
| 0.0077 | 3.12 | |
| 0.9274 | 195.04 | |
| 0.0732 | 8.38 |
Estimation Period:
Oct 4, 2017 to Feb 6, 2026
Oct 4, 2017 to Feb 6, 2026
News Impact Curve
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