Ellomay Capital Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 15th, 2026:35.84% (-1.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1403 | 12.67 | |
| 0.0736 | 10.21 | |
| 0.8844 | 141.26 | |
| -0.0034 | -0.32 |
Estimation Period:
Oct 29, 2013 to Feb 12, 2026
Oct 29, 2013 to Feb 12, 2026
News Impact Curve
Volatility Forecasts
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