Pernod Ricard SA GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:27.09% (-0.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0282 | 19.27 | |
| 0.0327 | 19.03 | |
| 0.9398 | 609.84 | |
| 0.0368 | 9.09 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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