Ercros SA GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:26.48% (-0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4865 | 21.10 | |
| 0.1031 | 19.74 | |
| 0.8248 | 177.06 | |
| 0.0694 | 6.38 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
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