Cie de Saint-Gobain GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:25.08% (-0.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0614 | 16.99 | |
| 0.0215 | 12.89 | |
| 0.9163 | 546.40 | |
| 0.0990 | 20.70 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Cie de Saint-Gobain Analyses
Other GJR-GARCH Analyses on International Equities