Datwyler Holding AG GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:31.90% (-0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0294 | 4.02 | |
| 0.0038 | 2.32 | |
| 0.9743 | 365.33 | |
| 0.0296 | 5.34 |
Estimation Period:
May 25, 2011 to Feb 6, 2026
May 25, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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