Mercialys SA GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.99% (+0.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0368 | 12.22 | |
| 0.0461 | 11.66 | |
| 0.9249 | 276.67 | |
| 0.0361 | 5.02 |
Estimation Period:
Oct 11, 2005 to Feb 6, 2026
Oct 11, 2005 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Real Estate