JCDecaux SE GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, March 2nd, 2026:25.59% (-0.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0206 | 6.65 | |
| 0.0050 | 3.99 | |
| 0.9765 | 867.18 | |
| 0.0273 | 12.93 |
Estimation Period:
Jun 21, 2001 to Feb 27, 2026
Jun 21, 2001 to Feb 27, 2026
News Impact Curve
Volatility Forecasts
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