Eiffage GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:23.78% (-1.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1053 | 18.23 | |
| 0.0600 | 12.61 | |
| 0.8768 | 237.93 | |
| 0.0851 | 8.83 |
Estimation Period:
May 2, 2006 to Feb 6, 2026
May 2, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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