Proximus SADP GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:24.66% (+0.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1184 | 17.77 | |
| 0.0442 | 13.29 | |
| 0.8864 | 192.85 | |
| 0.0329 | 4.79 |
Estimation Period:
Mar 19, 2004 to Feb 6, 2026
Mar 19, 2004 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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