Malteries Franco-Belges Société Anonyme GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:35.41% (-1.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6599 | 16.07 | |
| 0.1609 | 10.65 | |
| 0.7914 | 117.68 | |
| 0.0285 | 0.98 |
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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