AXA Mansard Insurance PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:45.44% (-4.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.5931 | 17.79 | |
| 0.1350 | 10.97 | |
| 0.5678 | 29.15 | |
| -0.0011 | -0.05 |
Estimation Period:
May 20, 2010 to Feb 13, 2026
May 20, 2010 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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