Deutsche Grundstuecksauktio GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:32.58% (-0.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6425 | 19.78 | |
| 0.1171 | 12.80 | |
| 0.6952 | 78.66 | |
| 0.1030 | 5.25 |
Estimation Period:
Aug 19, 2004 to Feb 6, 2026
Aug 19, 2004 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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