Schneider Electric Sa GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:24.84% (-0.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1744 | 6.60 | |
| 0.0456 | 5.07 | |
| 0.8769 | 76.91 | |
| 0.0396 | 2.24 |
Estimation Period:
Nov 16, 2022 to Feb 6, 2026
Nov 16, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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