Patrimoine et Commerce SA GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:16.38% (-0.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0301 | 13.42 | |
| 0.0566 | 18.23 | |
| 0.9101 | 408.28 | |
| 0.0658 | 9.52 |
Estimation Period:
Mar 2, 1998 to Feb 6, 2026
Mar 2, 1998 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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