Deoleo SA GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:38.01% (-0.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0095 | 15.52 | |
| 0.0448 | 17.55 | |
| 0.9308 | 391.92 | |
| 0.0487 | 7.72 |
Estimation Period:
Jun 26, 1998 to Feb 6, 2026
Jun 26, 1998 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on International Equities