Legrand SA GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.73% (-0.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0449 | 13.44 | |
| 0.0199 | 11.33 | |
| 0.9319 | 476.16 | |
| 0.0646 | 11.26 |
Estimation Period:
Apr 6, 2006 to Feb 6, 2026
Apr 6, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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