EssilorLuxottica SA GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:26.68% (-0.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0422 | 14.53 | |
| 0.0203 | 16.31 | |
| 0.9344 | 550.28 | |
| 0.0685 | 14.39 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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