Deutsche Payment A1M Se GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:76.03% (+2.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8048 | 7.87 | |
| 0.4022 | 3.79 | |
| 0.6262 | 19.97 | |
| -0.1575 | -1.35 |
Estimation Period:
Jul 11, 2022 to Feb 13, 2026
Jul 11, 2022 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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