AXA SA GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.98% (-0.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0647 | 17.02 | |
| 0.0301 | 12.64 | |
| 0.9036 | 437.80 | |
| 0.1036 | 18.37 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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