Plastivaloire GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:54.94% (-1.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0775 | 12.79 | |
| 0.0555 | 16.47 | |
| 0.9292 | 329.16 | |
| 0.0088 | 1.37 |
Estimation Period:
Jun 25, 1991 to Feb 6, 2026
Jun 25, 1991 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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