Maison Pommery & Associes SA GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:21.54% (+2.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1529 | 18.31 | |
| 0.1131 | 14.69 | |
| 0.8007 | 116.26 | |
| 0.0708 | 5.57 |
Estimation Period:
Apr 8, 1998 to Feb 6, 2026
Apr 8, 1998 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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