Deufol SE GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:58.36% (-3.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2695 | 20.79 | |
| 0.0915 | 18.20 | |
| 0.8708 | 248.02 | |
| 0.0355 | 3.02 |
Estimation Period:
Oct 28, 1999 to Feb 13, 2026
Oct 28, 1999 to Feb 13, 2026
News Impact Curve
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