Interroll Holding Ag GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:46.80% (-1.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1343 | 21.61 | |
| 0.0452 | 12.85 | |
| 0.8918 | 331.66 | |
| 0.0851 | 10.24 |
Estimation Period:
Mar 11, 1998 to Feb 6, 2026
Mar 11, 1998 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Interroll Holding Ag Analyses
Other GJR-GARCH Analyses on International Equities