PNE AG GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:43.48% (-4.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3002 | 11.28 | |
| 0.2151 | 10.27 | |
| 0.6981 | 43.21 | |
| 0.0755 | 3.03 |
Estimation Period:
Dec 2, 2019 to Feb 6, 2026
Dec 2, 2019 to Feb 6, 2026
News Impact Curve
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