Agfa-Gevaert Nv GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:66.45% (-1.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0539 | 8.67 | |
| 0.0146 | 10.07 | |
| 0.9616 | 702.93 | |
| 0.0366 | 12.80 |
Estimation Period:
Dec 2, 1999 to Feb 6, 2026
Dec 2, 1999 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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