Fundamenta Real Estate AG GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:30.39% (-2.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.6524 | 10.65 | |
| 0.2115 | 3.10 | |
| 0.0000 | 0.00 | |
| -0.0327 | -0.26 |
Estimation Period:
May 2, 2025 to Feb 6, 2026
May 2, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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