Touax SA GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:46.11% (-1.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0591 | 4.02 | |
| 0.0269 | 3.15 | |
| 0.9380 | 146.67 | |
| 0.0585 | 3.18 |
Estimation Period:
Mar 8, 2021 to Feb 6, 2026
Mar 8, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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