Legrand GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.33% (+0.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0841 | 17.87 | |
| 0.0327 | 12.91 | |
| 0.8963 | 346.87 | |
| 0.0828 | 10.82 |
Estimation Period:
Oct 26, 2000 to Feb 6, 2026
Oct 26, 2000 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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