Planisware SAS GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:35.50% (-10.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 14.51 | |
| 0.0000 | 0.00 | |
| 0.0000 | 0.00 | |
| 0.2145 | 4.04 |
Estimation Period:
Apr 24, 2024 to Feb 13, 2026
Apr 24, 2024 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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