SRP Groupe SA GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:54.26% (-0.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0695 | 4.80 | |
| 0.0122 | 3.53 | |
| 0.9732 | 358.19 | |
| 0.0185 | 3.29 |
Estimation Period:
Oct 29, 2015 to Feb 6, 2026
Oct 29, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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