MTU Aero Engines AG GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:19.50% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3998 | 6.03 | |
| 0.0000 | 0.00 | |
| 0.7350 | 37.14 | |
| 0.3343 | 6.91 |
Estimation Period:
Dec 9, 2021 to May 30, 2025
Dec 9, 2021 to May 30, 2025
News Impact Curve
Volatility Forecasts
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