Covestro AG GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, December 23rd, 2025:15.87% (-0.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0106 | 3.64 | |
| 0.0066 | 4.62 | |
| 0.9658 | 453.64 | |
| 0.0524 | 12.42 |
Estimation Period:
Oct 6, 2015 to Dec 19, 2025
Oct 6, 2015 to Dec 19, 2025
News Impact Curve
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