CPH Group AG GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:24.19% (+3.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4690 | 26.31 | |
| 0.1981 | 12.86 | |
| 0.6105 | 63.22 | |
| 0.0602 | 1.99 |
Estimation Period:
Sep 10, 2001 to Feb 6, 2026
Sep 10, 2001 to Feb 6, 2026
News Impact Curve
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