Immobiliere Dassault SA GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:16.16% (-0.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0321 | 12.45 | |
| 0.0954 | 15.67 | |
| 0.9008 | 337.38 | |
| 0.0076 | 0.59 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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