Sartorius Stedim Biotech GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:44.30% (-0.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1346 | 17.12 | |
| 0.0149 | 8.52 | |
| 0.9245 | 335.56 | |
| 0.0800 | 16.64 |
Estimation Period:
Oct 25, 1994 to Feb 6, 2026
Oct 25, 1994 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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