Deutz AG GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:32.43% (-0.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2626 | 10.13 | |
| 0.0856 | 7.46 | |
| 0.6527 | 22.07 | |
| 0.1240 | 2.70 |
Estimation Period:
Dec 2, 2019 to Feb 13, 2026
Dec 2, 2019 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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