AMS Osram AG GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:70.23% (-0.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2130 | 6.50 | |
| 0.0147 | 4.32 | |
| 0.9720 | 289.96 | |
| 0.0039 | 0.57 |
Estimation Period:
Feb 12, 2018 to Feb 13, 2026
Feb 12, 2018 to Feb 13, 2026
News Impact Curve
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