Vaudoise Assurances Holding SA GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:21.26% (+0.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0239 | 14.25 | |
| 0.0415 | 13.80 | |
| 0.9234 | 405.51 | |
| 0.0619 | 9.08 |
Estimation Period:
Jan 4, 2000 to Feb 6, 2026
Jan 4, 2000 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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