AUR Portfolio III SE & Co KGaA GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:24.89% (-0.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4961 | 11.44 | |
| 0.1085 | 11.49 | |
| 0.7906 | 82.38 | |
| 0.0655 | 3.87 |
Estimation Period:
Sep 26, 2007 to Feb 13, 2026
Sep 26, 2007 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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