Aroundtown S.A GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:61.23% (-2.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0419 | 9.79 | |
| 0.0604 | 10.14 | |
| 0.9171 | 265.53 | |
| 0.0450 | 3.62 |
Estimation Period:
May 8, 2018 to Feb 13, 2026
May 8, 2018 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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