Cembra Money Bank AG GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:18.03% (-0.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2807 | 17.66 | |
| 0.0630 | 6.63 | |
| 0.7349 | 70.11 | |
| 0.0953 | 3.74 |
Estimation Period:
Oct 30, 2013 to Feb 6, 2026
Oct 30, 2013 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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