Remy Cointreau SA GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:33.03% (-0.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0465 | 10.87 | |
| 0.0152 | 10.53 | |
| 0.9516 | 615.90 | |
| 0.0454 | 10.50 |
Estimation Period:
Dec 25, 1991 to Feb 6, 2026
Dec 25, 1991 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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