Ms Industrie Ag GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:46.97% (-0.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5888 | 14.50 | |
| 0.1267 | 13.06 | |
| 0.8161 | 134.56 | |
| 0.0409 | 2.58 |
Estimation Period:
Jul 20, 2001 to Feb 6, 2026
Jul 20, 2001 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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