Les Industries Chimiques Du GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:29.24% (-0.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1208 | 10.57 | |
| 0.0659 | 10.83 | |
| 0.9113 | 163.90 | |
| -0.0156 | -1.94 |
Estimation Period:
Nov 10, 1998 to Feb 6, 2026
Nov 10, 1998 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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