Duerr AG GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:30.73% (-0.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1249 | 15.63 | |
| 0.0184 | 7.49 | |
| 0.9379 | 384.08 | |
| 0.0360 | 7.20 |
Estimation Period:
Feb 28, 1996 to Feb 13, 2026
Feb 28, 1996 to Feb 13, 2026
News Impact Curve
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