CEWE Stiftung & Co. KGaA GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, March 2nd, 2026:20.34% (-0.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0496 | 11.67 | |
| 0.0322 | 10.61 | |
| 0.9485 | 364.81 | |
| 0.0167 | 3.00 |
Estimation Period:
Oct 12, 1998 to Feb 27, 2026
Oct 12, 1998 to Feb 27, 2026
News Impact Curve
Volatility Forecasts
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