GAG Immobilien AG GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:29.71% (-1.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1977 | 20.23 | |
| 0.1511 | 19.09 | |
| 0.8216 | 166.82 | |
| -0.0242 | -2.23 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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