Fastned BV GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:29.27% (-0.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2794 | 7.51 | |
| 0.1680 | 7.43 | |
| 0.8569 | 85.99 | |
| -0.0898 | -3.25 |
Estimation Period:
Jun 21, 2019 to Feb 6, 2026
Jun 21, 2019 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Depositary Receipts