UCB SA GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:28.73% (+2.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1414 | 16.17 | |
| 0.0734 | 19.23 | |
| 0.8436 | 150.88 | |
| 0.0924 | 7.43 |
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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