Nordex SE GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:46.67% (-1.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8290 | 18.28 | |
| 0.0731 | 15.95 | |
| 0.8361 | 152.41 | |
| 0.0535 | 5.30 |
Estimation Period:
Mar 30, 2001 to Feb 13, 2026
Mar 30, 2001 to Feb 13, 2026
News Impact Curve
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