MTU Aero Engines AG GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:26.24% (+3.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2172 | 11.00 | |
| 0.0531 | 8.24 | |
| 0.8430 | 104.07 | |
| 0.1245 | 8.91 |
Estimation Period:
Dec 2, 2019 to Feb 13, 2026
Dec 2, 2019 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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