Centrotec SE GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:26.57% (-0.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0406 | 7.89 | |
| 0.0238 | 13.14 | |
| 0.9582 | 538.00 | |
| 0.0278 | 6.70 |
Estimation Period:
Dec 7, 1998 to Feb 6, 2026
Dec 7, 1998 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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