Soitec GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:71.27% (-0.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0259 | 2.26 | |
| 0.0004 | 0.51 | |
| 0.9938 | 1,023.45 | |
| 0.0069 | 5.85 |
Estimation Period:
Feb 10, 2014 to Feb 13, 2026
Feb 10, 2014 to Feb 13, 2026
News Impact Curve
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