Koninklijke Heijmans N V GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:35.23% (+1.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1536 | 13.04 | |
| 0.0556 | 14.90 | |
| 0.8950 | 218.13 | |
| 0.0498 | 6.52 |
Estimation Period:
Sep 29, 1993 to Feb 6, 2026
Sep 29, 1993 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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