Exasol Ag GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:72.36% (-6.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.7755 | 9.12 | |
| 0.0742 | 6.70 | |
| 0.6816 | 24.90 | |
| 0.0616 | 2.48 |
Estimation Period:
May 25, 2020 to Feb 6, 2026
May 25, 2020 to Feb 6, 2026
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