Eurazeo SA GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:29.71% (+2.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0868 | 21.81 | |
| 0.0407 | 15.96 | |
| 0.9029 | 324.78 | |
| 0.0668 | 13.67 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
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