Init Innovation in Traffic Systems SE GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:34.39% (-0.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0695 | 10.31 | |
| 0.0269 | 14.33 | |
| 0.9457 | 408.17 | |
| 0.0406 | 8.05 |
Estimation Period:
Jul 23, 2001 to Feb 13, 2026
Jul 23, 2001 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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