MTU Aero Engines AG GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.85% (-0.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0874 | 19.17 | |
| 0.0440 | 13.93 | |
| 0.8979 | 320.90 | |
| 0.0767 | 12.53 |
Estimation Period:
Jun 3, 2005 to Feb 6, 2026
Jun 3, 2005 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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