SPIE SA GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:27.07% (-0.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1517 | 8.81 | |
| 0.0373 | 6.02 | |
| 0.8817 | 100.39 | |
| 0.0728 | 5.13 |
Estimation Period:
Jun 9, 2015 to Feb 6, 2026
Jun 9, 2015 to Feb 6, 2026
News Impact Curve
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