Kering GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:35.15% (-0.99%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0667 | 13.11 | |
| 0.0262 | 13.49 | |
| 0.9279 | 432.38 | |
| 0.0647 | 12.54 |
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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