Columbus A/S GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:25.60% (-0.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1681 | 15.64 | |
| 0.0883 | 20.96 | |
| 0.8740 | 256.69 | |
| 0.0552 | 6.15 |
Estimation Period:
May 18, 1998 to Feb 6, 2026
May 18, 1998 to Feb 6, 2026
News Impact Curve
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