Havas N V GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:29.10% (-0.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5526 | 4.22 | |
| 0.0270 | 1.11 | |
| 0.7427 | 14.98 | |
| 0.1517 | 2.30 |
Estimation Period:
Jan 16, 2025 to Feb 6, 2026
Jan 16, 2025 to Feb 6, 2026
News Impact Curve
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