DFV Deutsche Familienversicherung AG GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:37.39% (-4.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6041 | 14.89 | |
| 0.2501 | 8.02 | |
| 0.7027 | 50.72 | |
| -0.0572 | -1.09 |
Estimation Period:
Dec 4, 2018 to Feb 13, 2026
Dec 4, 2018 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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