Aurubis AG GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:31.52% (-0.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1414 | 15.53 | |
| 0.0258 | 11.30 | |
| 0.9248 | 290.26 | |
| 0.0380 | 9.13 |
Estimation Period:
Oct 16, 1998 to Feb 6, 2026
Oct 16, 1998 to Feb 6, 2026
News Impact Curve
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