Dermapharm Holding SE GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:28.29% (-0.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2255 | 9.46 | |
| 0.0434 | 7.56 | |
| 0.8910 | 111.09 | |
| 0.0193 | 2.37 |
Estimation Period:
Feb 9, 2018 to Feb 6, 2026
Feb 9, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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