Agrana Beteiligungs-Ag GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:18.48% (-0.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3003 | 6.23 | |
| 0.0806 | 4.70 | |
| 0.7016 | 16.66 | |
| -0.0323 | -1.29 |
Estimation Period:
Nov 16, 2022 to Feb 20, 2026
Nov 16, 2022 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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