Soitec SA GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:93.67% (+23.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 8.68 | |
| 0.4194 | 5.31 | |
| 0.3562 | 11.39 | |
| 0.4488 | 1.85 |
Estimation Period:
Sep 26, 2024 to Feb 6, 2026
Sep 26, 2024 to Feb 6, 2026
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