Eramet GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:61.23% (-1.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0833 | 5.37 | |
| 0.0225 | 5.33 | |
| 0.9627 | 253.89 | |
| 0.0131 | 2.47 |
Estimation Period:
Oct 4, 1994 to Feb 6, 2026
Oct 4, 1994 to Feb 6, 2026
News Impact Curve
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