Agrana Beteiligungs-Ag GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:19.10% (+0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4604 | 24.99 | |
| 0.1306 | 18.16 | |
| 0.6591 | 80.25 | |
| 0.0619 | 4.07 |
Estimation Period:
Aug 1, 1991 to Feb 6, 2026
Aug 1, 1991 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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