CPI Europe AG GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:19.57% (-1.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0033 | 3.44 | |
| 0.0702 | 4.96 | |
| 0.8947 | 83.14 | |
| 0.0704 | 4.49 |
Estimation Period:
Jan 23, 1996 to Feb 6, 2026
Jan 23, 1996 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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