Agfa-Gevaert Nv GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:43.48% (-1.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1064 | 11.53 | |
| 0.0341 | 11.11 | |
| 0.9316 | 274.07 | |
| 0.0434 | 8.76 |
Estimation Period:
Jun 1, 1999 to Feb 6, 2026
Jun 1, 1999 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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