Sopra Steria Group GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:76.83% (+13.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1934 | 25.34 | |
| 0.0615 | 20.43 | |
| 0.8606 | 262.87 | |
| 0.1023 | 13.47 |
Estimation Period:
Mar 28, 1990 to Feb 6, 2026
Mar 28, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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