ams-OSRAM AG GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:45.85% (-2.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5995 | 19.00 | |
| 0.0747 | 13.97 | |
| 0.7166 | 79.69 | |
| 0.1850 | 13.03 |
Estimation Period:
May 14, 2004 to Feb 6, 2026
May 14, 2004 to Feb 6, 2026
News Impact Curve
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