ST Dupont SA GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:31.38% (-0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9210 | 21.15 | |
| 0.1412 | 12.04 | |
| 0.7643 | 116.70 | |
| 0.1221 | 4.13 |
Estimation Period:
Dec 10, 1996 to Feb 6, 2026
Dec 10, 1996 to Feb 6, 2026
News Impact Curve
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