Heidelberg Pharma AG GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:60.33% (-5.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7926 | 14.91 | |
| 0.1816 | 15.46 | |
| 0.7880 | 87.39 | |
| 0.0133 | 0.72 |
Estimation Period:
Nov 10, 2006 to Feb 13, 2026
Nov 10, 2006 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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