Societe DE Realisations Meca GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:52.68% (-4.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2943 | 16.75 | |
| 0.1084 | 14.47 | |
| 0.8061 | 125.89 | |
| 0.0274 | 1.98 |
Estimation Period:
May 29, 2007 to Feb 6, 2026
May 29, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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