Emmi AG GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:17.86% (-0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3481 | 18.32 | |
| 0.1001 | 12.04 | |
| 0.6868 | 57.38 | |
| 0.0754 | 3.96 |
Estimation Period:
Dec 3, 2004 to Feb 6, 2026
Dec 3, 2004 to Feb 6, 2026
News Impact Curve
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