Orange SA GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:24.80% (-0.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0247 | 15.25 | |
| 0.0474 | 19.89 | |
| 0.9337 | 544.10 | |
| 0.0268 | 5.65 |
Estimation Period:
Oct 20, 1997 to Feb 6, 2026
Oct 20, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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