Sodexo SA GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:25.50% (-0.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0381 | 9.06 | |
| 0.0130 | 9.32 | |
| 0.9564 | 536.69 | |
| 0.0388 | 11.55 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
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