Vienna Stock Exchange Austrian Traded Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:16.98% (-0.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0431 | 27.64 | |
| 0.0270 | 12.62 | |
| 0.8817 | 341.23 | |
| 0.1276 | 22.71 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Equity Indices