Deceuninck Nv/Sa GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:19.80% (-0.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2229 | 25.29 | |
| 0.1198 | 21.65 | |
| 0.8025 | 192.69 | |
| 0.0743 | 6.55 |
Estimation Period:
Nov 12, 1990 to Feb 6, 2026
Nov 12, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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