KAP AG GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:50.60% (+16.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1679 | 31.57 | |
| 0.3049 | 19.54 | |
| 0.5769 | 55.72 | |
| -0.0248 | -0.84 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on International Equities