Lectra GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:33.87% (-0.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2783 | 21.93 | |
| 0.0709 | 19.16 | |
| 0.8573 | 209.76 | |
| 0.0842 | 7.82 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
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