Van De Velde Sa GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:15.81% (+0.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1377 | 24.38 | |
| 0.1165 | 21.58 | |
| 0.8305 | 207.43 | |
| 0.0239 | 2.54 |
Estimation Period:
Sep 30, 1997 to Feb 6, 2026
Sep 30, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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