Le Groupe Idi GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:14.56% (-0.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0488 | 14.77 | |
| 0.0706 | 10.72 | |
| 0.9042 | 228.79 | |
| 0.0322 | 2.88 |
Estimation Period:
Feb 21, 1992 to Feb 13, 2026
Feb 21, 1992 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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