Oberbank AG GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:3.36% (+0.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0020 | 17.44 | |
| 0.1571 | 20.83 | |
| 0.8444 | 255.65 | |
| -0.0030 | -0.24 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
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