Nexity SA GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:42.40% (-0.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0317 | 7.00 | |
| 0.0055 | 3.97 | |
| 0.9695 | 579.83 | |
| 0.0381 | 13.72 |
Estimation Period:
Oct 21, 2004 to Feb 6, 2026
Oct 21, 2004 to Feb 6, 2026
News Impact Curve
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