Schneider Electric SE GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:23.41% (-0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0632 | 18.44 | |
| 0.0349 | 18.57 | |
| 0.9150 | 524.03 | |
| 0.0756 | 14.78 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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