Société de la Tour Eiffel GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.51% (-0.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0277 | 12.91 | |
| 0.0588 | 15.04 | |
| 0.9350 | 452.11 | |
| 0.0125 | 1.86 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Société de la Tour Eiffel Analyses
Other GJR-GARCH Analyses on Real Estate