Groupe Neurones GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:33.39% (+2.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5282 | 17.06 | |
| 0.2532 | 8.20 | |
| 0.2239 | 6.49 | |
| -0.1092 | -2.45 |
Estimation Period:
Oct 27, 2021 to Jan 30, 2026
Oct 27, 2021 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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