Gerard Perrier Industrie SA GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:19.02% (-0.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1281 | 18.02 | |
| 0.0609 | 14.76 | |
| 0.8681 | 175.31 | |
| 0.0488 | 5.08 |
Estimation Period:
Jan 4, 2000 to Feb 6, 2026
Jan 4, 2000 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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