Warehouses De Pauw CVA GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:20.76% (-0.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0341 | 16.96 | |
| 0.0351 | 12.29 | |
| 0.9243 | 368.70 | |
| 0.0562 | 9.74 |
Estimation Period:
Jun 25, 1999 to Feb 6, 2026
Jun 25, 1999 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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