Aalberts NV GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:29.78% (+0.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0414 | 15.10 | |
| 0.0344 | 14.29 | |
| 0.9321 | 392.12 | |
| 0.0496 | 10.62 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
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