Commerzbank AG GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:32.65% (+0.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0426 | 13.87 | |
| 0.0418 | 20.03 | |
| 0.9351 | 568.46 | |
| 0.0348 | 9.08 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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