Engie SA GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.45% (-0.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1321 | 18.16 | |
| 0.0521 | 11.56 | |
| 0.8563 | 189.27 | |
| 0.0808 | 8.20 |
Estimation Period:
Jul 7, 2005 to Feb 6, 2026
Jul 7, 2005 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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