A.S. Création Tapeten AG GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:26.48% (-0.99%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4448 | 29.05 | |
| 0.1293 | 18.22 | |
| 0.7526 | 135.92 | |
| 0.0626 | 4.25 |
Estimation Period:
Feb 24, 1999 to Feb 6, 2026
Feb 24, 1999 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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