Societe D Exploitation Des P GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:32.08% (+8.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3191 | 14.77 | |
| 0.2205 | 14.29 | |
| 0.6163 | 37.15 | |
| 0.0718 | 1.96 |
Estimation Period:
Jul 20, 2016 to Jan 30, 2026
Jul 20, 2016 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
Other Societe D Exploitation Des P Analyses
Other GJR-GARCH Analyses on International Equities