Oberbank AG GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:2.78% (-0.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0020 | 17.47 | |
| 0.1573 | 20.82 | |
| 0.8443 | 255.47 | |
| -0.0032 | -0.26 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
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