Interparfums GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:29.55% (-2.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5580 | 15.31 | |
| 0.0546 | 7.38 | |
| 0.7279 | 53.99 | |
| 0.1773 | 8.67 |
Estimation Period:
Jan 23, 2014 to Feb 13, 2026
Jan 23, 2014 to Feb 13, 2026
News Impact Curve
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