Dassault Aviation Sa GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:28.22% (-0.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0456 | 4.03 | |
| 0.0122 | 3.40 | |
| 0.9751 | 179.34 | |
| -0.0073 | -1.66 |
Estimation Period:
Sep 17, 2020 to Feb 6, 2026
Sep 17, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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