Oberbank AG GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:2.54% (-0.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0020 | 17.44 | |
| 0.1570 | 20.82 | |
| 0.8444 | 255.65 | |
| -0.0030 | -0.24 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
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