Deezer S A GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:43.40% (-1.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7473 | 5.64 | |
| 0.2088 | 7.87 | |
| 0.6453 | 13.45 | |
| -0.0460 | -1.03 |
Estimation Period:
Jul 5, 2022 to Feb 6, 2026
Jul 5, 2022 to Feb 6, 2026
News Impact Curve
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