Aurubis AG GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:97.03% (-25.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.8314 | 6.44 | |
| 0.0931 | 3.48 | |
| 0.5277 | 10.77 | |
| 0.0257 | 0.22 |
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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