Umicore SA GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:37.97% (-0.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0002 | 3.38 | |
| 0.0254 | 0.29 | |
| 0.9811 | 382.64 | |
| -0.0130 | -0.10 |
Estimation Period:
Apr 21, 2004 to Feb 13, 2026
Apr 21, 2004 to Feb 13, 2026
News Impact Curve
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