Nexans SA GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:28.85% (-0.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1948 | 13.89 | |
| 0.0055 | 3.17 | |
| 0.9167 | 313.73 | |
| 0.0946 | 17.12 |
Estimation Period:
Jun 12, 2001 to Feb 6, 2026
Jun 12, 2001 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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