Robertet SA GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:24.92% (-0.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4272 | 25.80 | |
| 0.1322 | 17.38 | |
| 0.7204 | 82.11 | |
| -0.0098 | -0.82 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
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