Alfen NV GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:45.45% (-0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0945 | 2.65 | |
| 0.0169 | 5.44 | |
| 0.9778 | 346.62 | |
| -0.0059 | -1.36 |
Estimation Period:
Apr 3, 2018 to Feb 6, 2026
Apr 3, 2018 to Feb 6, 2026
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