CECONOMY AG GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:19.49% (-0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0181 | 6.35 | |
| 0.0125 | 8.99 | |
| 0.9663 | 891.43 | |
| 0.0386 | 13.74 |
Estimation Period:
Aug 2, 1996 to Feb 6, 2026
Aug 2, 1996 to Feb 6, 2026
News Impact Curve
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