Vivendi SE GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:28.50% (+0.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1177 | 13.63 | |
| 0.0181 | 7.99 | |
| 0.8925 | 295.23 | |
| 0.1119 | 15.02 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
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