Van De Velde Sa GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:21.56% (-0.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0885 | 4.64 | |
| 0.0652 | 4.63 | |
| 0.9265 | 76.58 | |
| -0.0644 | -4.49 |
Estimation Period:
Sep 22, 2022 to Feb 6, 2026
Sep 22, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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