Roche Bobois SA GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:37.45% (+0.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6308 | 12.26 | |
| 0.1926 | 11.72 | |
| 0.6552 | 37.38 | |
| 0.0229 | 0.73 |
Estimation Period:
Jul 9, 2018 to Feb 6, 2026
Jul 9, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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