Électricite de Strasbourg Société Anonyme GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:26.83% (+0.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0834 | 22.06 | |
| 0.1254 | 23.05 | |
| 0.8620 | 245.85 | |
| -0.0025 | -0.25 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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