NUERNBERGER Beteiligungs AG GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:13.64% (+0.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1824 | 25.74 | |
| 0.2382 | 17.84 | |
| 0.7315 | 111.37 | |
| -0.0294 | -1.48 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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