Airbus SE GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:28.05% (-0.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1077 | 18.42 | |
| 0.0269 | 13.89 | |
| 0.9017 | 394.97 | |
| 0.1063 | 17.32 |
Estimation Period:
Jul 10, 2000 to Jan 30, 2026
Jul 10, 2000 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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