Metro AG GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:35.14% (-2.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1582 | 19.53 | |
| 0.1840 | 13.52 | |
| 0.7770 | 133.34 | |
| 0.0779 | 2.80 |
Estimation Period:
Jul 13, 2017 to Feb 13, 2026
Jul 13, 2017 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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