Compagnie de L'Odet SA GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.37% (-0.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1071 | 13.65 | |
| 0.0403 | 7.74 | |
| 0.9101 | 238.51 | |
| 0.0558 | 5.65 |
Estimation Period:
Sep 27, 1990 to Feb 6, 2026
Sep 27, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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