Evonik Industries AG GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:24.57% (-0.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0896 | 10.55 | |
| 0.0173 | 5.88 | |
| 0.9085 | 172.36 | |
| 0.0704 | 8.11 |
Estimation Period:
Apr 25, 2013 to Feb 6, 2026
Apr 25, 2013 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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