JCDecaux SE Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:27.75% (-1.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8510 | 6.49 | |
| 0.0777 | 4.78 | |
| 0.8037 | 21.43 | |
| -0.0102 | -0.19 | |
| 0.1701 | 2.03 | |
| -0.3149 | -4.97 | |
| 0.2340 | 3.82 | |
| -0.1050 | -1.81 | |
| 0.1052 | 1.88 | |
| -0.1783 | -2.45 | |
| 0.0910 | 0.81 |
Estimation Period:
Jun 21, 2001 to Feb 13, 2026
Jun 21, 2001 to Feb 13, 2026
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