MON Courtier Energie GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:29.80% (-3.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8541 | 11.44 | |
| 0.2679 | 5.74 | |
| 0.5407 | 23.61 | |
| 0.0484 | 0.59 |
Estimation Period:
Jun 1, 2023 to Feb 6, 2026
Jun 1, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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