NRJ Group GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:33.87% (+6.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6131 | 10.86 | |
| 0.2460 | 9.79 | |
| 0.4864 | 14.79 | |
| -0.0245 | -0.48 |
Estimation Period:
Nov 8, 2021 to Feb 13, 2026
Nov 8, 2021 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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