BayWa AG GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:84.16% (-2.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0340 | 14.24 | |
| 0.0466 | 14.98 | |
| 0.9325 | 446.16 | |
| 0.0314 | 4.95 |
Estimation Period:
Jan 17, 2002 to Feb 6, 2026
Jan 17, 2002 to Feb 6, 2026
News Impact Curve
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