Deutsche Rohstoff Ag GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:40.77% (-1.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6424 | 14.51 | |
| 0.0978 | 12.79 | |
| 0.7916 | 83.81 | |
| 0.0107 | 0.81 |
Estimation Period:
Oct 28, 2010 to Feb 6, 2026
Oct 28, 2010 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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