Amadeus IT Group SA GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:43.00% (-1.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0654 | 15.01 | |
| 0.0287 | 9.22 | |
| 0.9038 | 281.83 | |
| 0.0887 | 11.33 |
Estimation Period:
Apr 29, 2010 to Feb 13, 2026
Apr 29, 2010 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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