Immo Schweizerischer IMO ANL GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:12.68% (+0.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0546 | 15.23 | |
| 0.0957 | 12.57 | |
| 0.8176 | 107.20 | |
| 0.0438 | 2.76 |
Estimation Period:
Sep 5, 2013 to Feb 6, 2026
Sep 5, 2013 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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