Kering GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, January 14th, 2026:50.63% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 3.20 | |
| 0.0000 | 0.00 | |
| 0.5085 | 2.39 | |
| 0.0080 | 0.05 |
Estimation Period:
Nov 16, 2022 to Oct 10, 2025
Nov 16, 2022 to Oct 10, 2025
News Impact Curve
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