Fagron Nv GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:23.71% (-0.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1807 | 14.37 | |
| 0.0492 | 14.66 | |
| 0.8627 | 179.36 | |
| 0.1000 | 8.20 |
Estimation Period:
Oct 5, 2007 to Feb 6, 2026
Oct 5, 2007 to Feb 6, 2026
News Impact Curve
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