Ipsen SA GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:24.31% (+1.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0632 | 12.54 | |
| 0.0064 | 4.32 | |
| 0.9544 | 430.90 | |
| 0.0417 | 11.49 |
Estimation Period:
Dec 6, 2005 to Feb 6, 2026
Dec 6, 2005 to Feb 6, 2026
News Impact Curve
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