Raiffeisen Bank Internati AG GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:41.75% (-2.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3923 | 7.37 | |
| 0.0136 | 3.29 | |
| 0.8404 | 90.83 | |
| 0.1551 | 5.60 |
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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