Auto1 Group Se GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:64.71% (+7.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1332 | 6.15 | |
| 0.0190 | 7.59 | |
| 0.9677 | 348.09 | |
| 0.0069 | 1.17 |
Estimation Period:
Feb 4, 2021 to Feb 6, 2026
Feb 4, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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