Select Stoxx Eurp Aero & DEF GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:33.63% (-8.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4969 | 13.35 | |
| 0.4188 | 7.38 | |
| 0.5255 | 22.91 | |
| -0.0524 | -0.49 |
Estimation Period:
Oct 22, 2024 to Feb 6, 2026
Oct 22, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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