ams-OSRAM AG GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:48.26% (-1.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5981 | 18.99 | |
| 0.0747 | 13.98 | |
| 0.7169 | 79.77 | |
| 0.1846 | 13.01 |
Estimation Period:
May 14, 2004 to Jan 30, 2026
May 14, 2004 to Jan 30, 2026
News Impact Curve
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