Imerys SA GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:25.38% (-0.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0385 | 14.99 | |
| 0.0125 | 10.11 | |
| 0.9535 | 723.96 | |
| 0.0510 | 18.31 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
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