AMS Osram AG GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:72.25% (+2.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2666 | 5.34 | |
| 0.0339 | 5.27 | |
| 0.9418 | 173.83 | |
| 0.0089 | 1.05 |
Estimation Period:
Sep 4, 2007 to Feb 6, 2026
Sep 4, 2007 to Feb 6, 2026
News Impact Curve
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