Viel & CIE SA GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:27.24% (-3.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5596 | 12.61 | |
| 0.1742 | 7.13 | |
| 0.6123 | 31.90 | |
| -0.0206 | -0.54 |
Estimation Period:
Oct 23, 2017 to Feb 6, 2026
Oct 23, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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