NRJ Group GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:23.29% (-6.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.5915 | 4.10 | |
| 0.1943 | 6.77 | |
| 0.8166 | 18.38 | |
| 3.1855 | 5.39 |
Estimation Period:
Nov 8, 2021 to Feb 13, 2026
Nov 8, 2021 to Feb 13, 2026
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