Engie Sa GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:2.82% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0077 | 3.12 | |
| 0.1562 | 7.37 | |
| 0.7563 | 35.37 | |
| 0.1750 | 1.58 |
Estimation Period:
Nov 16, 2022 to May 30, 2025
Nov 16, 2022 to May 30, 2025
News Impact Curve
Volatility Forecasts
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