Deutz Ag GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:38.62% (-1.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9911 | 9.95 | |
| 0.0681 | 7.98 | |
| 0.7371 | 33.60 | |
| 0.0639 | 3.02 |
Estimation Period:
Sep 18, 2017 to Feb 6, 2026
Sep 18, 2017 to Feb 6, 2026
News Impact Curve
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