Jungfraubahn Holding Ag GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:21.65% (+0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1632 | 21.28 | |
| 0.0795 | 17.04 | |
| 0.8413 | 203.06 | |
| 0.0684 | 6.28 |
Estimation Period:
Apr 4, 1997 to Feb 6, 2026
Apr 4, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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