Aumann AG GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:47.19% (-0.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0407 | 2.94 | |
| 0.0016 | 0.78 | |
| 0.9848 | 457.19 | |
| 0.0179 | 3.12 |
Estimation Period:
Dec 2, 2019 to Feb 6, 2026
Dec 2, 2019 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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