Groupe Sfpi SA GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:26.27% (-0.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8133 | 8.93 | |
| 0.1355 | 7.43 | |
| 0.6732 | 24.53 | |
| 0.1923 | 3.67 |
Estimation Period:
Jun 14, 2021 to Feb 6, 2026
Jun 14, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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