Etablissements Maurel et Prom GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:36.73% (-0.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1091 | 16.21 | |
| 0.0498 | 16.21 | |
| 0.9202 | 414.13 | |
| 0.0398 | 6.69 |
Estimation Period:
Aug 17, 1990 to Feb 6, 2026
Aug 17, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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