Vaudoise Assurances Hldg GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:20.27% (-0.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0086 | 1.71 | |
| 0.0086 | 3.31 | |
| 0.9673 | 304.29 | |
| 0.0468 | 2.66 |
Estimation Period:
Aug 14, 2014 to Feb 6, 2026
Aug 14, 2014 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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