MCH Group AG GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:40.84% (-3.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2808 | 16.10 | |
| 0.1476 | 13.25 | |
| 0.7868 | 109.55 | |
| 0.0129 | 0.64 |
Estimation Period:
Aug 18, 2006 to Feb 6, 2026
Aug 18, 2006 to Feb 6, 2026
News Impact Curve
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