Autoneum Holding Ag GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:31.78% (-1.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5111 | 17.65 | |
| 0.0950 | 15.57 | |
| 0.7693 | 94.61 | |
| 0.0771 | 5.57 |
Estimation Period:
May 13, 2011 to Feb 13, 2026
May 13, 2011 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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