Amadeus IT Group SA GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:39.50% (+1.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0459 | 7.80 | |
| 0.0369 | 7.06 | |
| 0.9322 | 198.85 | |
| 0.0341 | 2.72 |
Estimation Period:
Jul 27, 2020 to Feb 6, 2026
Jul 27, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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