Euronext NV GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:27.50% (-1.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1082 | 13.86 | |
| 0.0268 | 6.89 | |
| 0.8913 | 163.30 | |
| 0.0793 | 7.28 |
Estimation Period:
Jun 19, 2014 to Feb 6, 2026
Jun 19, 2014 to Feb 6, 2026
News Impact Curve
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