Safran SA GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:23.52% (+0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0393 | 16.83 | |
| 0.0401 | 20.40 | |
| 0.9271 | 531.87 | |
| 0.0536 | 11.86 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
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