Umicore SA GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:36.70% (+0.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0183 | 11.75 | |
| 0.0209 | 15.20 | |
| 0.9621 | 721.78 | |
| 0.0271 | 9.99 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
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