CPH Group AG GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:20.46% (-1.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6416 | 13.93 | |
| 1.7769 | 1.53 | |
| 0.0015 | 1.63 | |
| -1.5568 | -1.30 |
Estimation Period:
May 2, 2025 to Jan 23, 2026
May 2, 2025 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
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