Deutsche Rohstoff AG GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:64.32% (+18.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2771 | 9.55 | |
| 0.0890 | 8.16 | |
| 0.8676 | 128.90 | |
| 0.0176 | 0.97 |
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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