Alfen NV GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:63.59% (+0.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.7041 | 1.25 | |
| 0.0173 | 0.50 | |
| 0.7599 | 4.20 | |
| -0.0109 | -0.29 |
Estimation Period:
Nov 29, 2023 to Feb 6, 2026
Nov 29, 2023 to Feb 6, 2026
News Impact Curve
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