VAT Group AG GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:43.50% (-9.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.8058 | 4.72 | |
| 0.0000 | 0.00 | |
| 0.2433 | 3.02 | |
| 0.6341 | 2.27 |
Estimation Period:
May 8, 2025 to Feb 13, 2026
May 8, 2025 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other VAT Group AG Analyses
Other GJR-GARCH Analyses on International Equities