Knorr-Bremse Aktie GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:68.24% (-6.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2393 | 5.13 | |
| 0.0429 | 2.81 | |
| 0.8206 | 64.03 | |
| 0.2350 | 3.54 |
Estimation Period:
Mar 3, 2020 to Feb 6, 2026
Mar 3, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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