Chocoladefabriken Lindt & Sp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:17.90% (-0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1049 | 9.41 | |
| 0.0050 | 1.49 | |
| 0.9076 | 131.29 | |
| 0.0413 | 3.25 |
Estimation Period:
Mar 12, 2014 to Feb 13, 2026
Mar 12, 2014 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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