DEUTZ Aktiengesellschaft GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:40.60% (-1.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3324 | 20.84 | |
| 0.0846 | 14.59 | |
| 0.7151 | 76.57 | |
| 0.0907 | 7.25 |
Estimation Period:
Jan 24, 1996 to Feb 6, 2026
Jan 24, 1996 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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