Constellium NV GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:51.58% (+2.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2970 | 13.53 | |
| 0.0617 | 11.08 | |
| 0.8737 | 166.19 | |
| 0.1125 | 8.49 |
Estimation Period:
May 23, 2013 to Feb 6, 2026
May 23, 2013 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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