Hochtief AG GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:44.18% (+0.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3148 | 9.13 | |
| 0.0557 | 7.01 | |
| 0.8226 | 61.93 | |
| 0.1159 | 6.07 |
Estimation Period:
Dec 2, 2019 to Feb 6, 2026
Dec 2, 2019 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Hochtief AG Analyses
Other GJR-GARCH Analyses on International Equities