Nemetschek AG GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:51.48% (-1.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0964 | 13.43 | |
| 0.0319 | 14.07 | |
| 0.9347 | 421.41 | |
| 0.0483 | 9.32 |
Estimation Period:
Mar 11, 1999 to Feb 6, 2026
Mar 11, 1999 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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