Innoscripta SE GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:59.60% (-1.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9555 | 1.69 | |
| 0.0242 | 0.99 | |
| 0.8733 | 15.96 | |
| 0.0124 | 0.27 |
Estimation Period:
May 23, 2025 to Feb 13, 2026
May 23, 2025 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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