Rexel SA GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:29.44% (+6.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1067 | 11.09 | |
| 0.0258 | 11.14 | |
| 0.9145 | 278.12 | |
| 0.0757 | 9.98 |
Estimation Period:
Apr 4, 2007 to Feb 13, 2026
Apr 4, 2007 to Feb 13, 2026
News Impact Curve
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