Jungfraubahn Holding Ag GJR-GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
31.96%
decreased by 0.68%
1 Week
31.71%
decreased by 0.93%
1 Month
30.81%
decreased by 1.83%
Analysis last updated: Thursday, May 21, 2026 at 08:48 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0614 | 8.59 | |
| 0.0123 | 4.79 | |
| 0.9282 | 187.39 | |
| 0.0724 | 7.59 |
Estimation Period:
Nov 25, 2015 to May 15, 2026
Nov 25, 2015 to May 15, 2026
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