Orange SA GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.91% (-0.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0130 | 13.55 | |
| 0.0305 | 17.48 | |
| 0.9546 | 679.90 | |
| 0.0221 | 6.39 |
Estimation Period:
Oct 17, 1997 to Feb 6, 2026
Oct 17, 1997 to Feb 6, 2026
News Impact Curve
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