OSRAM Licht AG GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:5.65% (-0.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0205 | 11.12 | |
| 0.1630 | 11.59 | |
| 0.7788 | 68.55 | |
| 0.1166 | 3.70 |
Estimation Period:
Jul 5, 2013 to Feb 6, 2026
Jul 5, 2013 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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