Bouygues SA GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:24.53% (+2.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0900 | 12.24 | |
| 0.0477 | 16.41 | |
| 0.8994 | 261.99 | |
| 0.0670 | 8.69 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
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