Hypoport SE GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:52.53% (-3.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2512 | 12.35 | |
| 0.0931 | 8.86 | |
| 0.7640 | 49.53 | |
| 0.0430 | 2.50 |
Estimation Period:
Oct 29, 2007 to Feb 13, 2026
Oct 29, 2007 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on International Equities