CPI Europe AG GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:75.47% (+3.97%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0642 | 2.05 | |
| 0.0879 | 2.11 | |
| 0.8491 | 40.56 | |
| 0.1034 | 0.79 |
Estimation Period:
Mar 7, 2025 to Feb 6, 2026
Mar 7, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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