Daimler Truck Holding Ag GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:29.25% (-0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0924 | 2.42 | |
| 0.0175 | 1.47 | |
| 0.9515 | 98.47 | |
| 0.0078 | 0.30 |
Estimation Period:
Apr 28, 2022 to Feb 13, 2026
Apr 28, 2022 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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