Romande Energie Holding Sa GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:23.84% (-1.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2082 | 24.50 | |
| 0.1189 | 18.35 | |
| 0.8170 | 165.93 | |
| -0.0102 | -0.85 |
Estimation Period:
Dec 7, 2000 to Feb 6, 2026
Dec 7, 2000 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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