VIEL & Cie SA GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:27.32% (-0.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5814 | 27.11 | |
| 0.1904 | 21.15 | |
| 0.6665 | 87.73 | |
| 0.0404 | 2.46 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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