HolidayCheck Group AG GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:12.64% (-0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0064 | 4.31 | |
| 0.0362 | 12.22 | |
| 0.9469 | 536.19 | |
| 0.0337 | 4.45 |
Estimation Period:
Jul 12, 2000 to Feb 6, 2026
Jul 12, 2000 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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