Knorr-Bremse Aktie GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:27.21% (+0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2943 | 9.78 | |
| 0.0660 | 4.33 | |
| 0.8381 | 82.78 | |
| 0.0048 | 0.19 |
Estimation Period:
Nov 1, 2018 to Feb 6, 2026
Nov 1, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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