Pierre & Vacances SA GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:30.78% (-0.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1288 | 20.28 | |
| 0.0340 | 13.52 | |
| 0.9176 | 319.93 | |
| 0.0609 | 9.06 |
Estimation Period:
Jun 11, 1999 to Feb 6, 2026
Jun 11, 1999 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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