TAG Immobilien AG GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:72.13% (-5.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4835 | 3.84 | |
| 0.0424 | 0.95 | |
| 0.7556 | 35.32 | |
| 0.0900 | 1.07 |
Estimation Period:
Dec 2, 2019 to Feb 6, 2026
Dec 2, 2019 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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