Recticel Sa GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:30.05% (-1.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4667 | 19.30 | |
| 0.1024 | 20.61 | |
| 0.7669 | 95.31 | |
| 0.0899 | 7.35 |
Estimation Period:
Jun 18, 1990 to Feb 13, 2026
Jun 18, 1990 to Feb 13, 2026
News Impact Curve
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