Solvay Sa GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:42.64% (-1.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0431 | 10.50 | |
| 0.0801 | 15.41 | |
| 0.9251 | 258.76 | |
| -0.0189 | -2.41 |
Estimation Period:
Jul 25, 2016 to Feb 6, 2026
Jul 25, 2016 to Feb 6, 2026
News Impact Curve
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