Fnac Darty SA GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:26.78% (-0.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7353 | 14.84 | |
| 0.1111 | 11.14 | |
| 0.7058 | 54.66 | |
| 0.0673 | 3.02 |
Estimation Period:
Jun 19, 2013 to Feb 6, 2026
Jun 19, 2013 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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