ProCredit Holding AG GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:26.11% (-0.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1675 | 11.31 | |
| 0.1097 | 10.82 | |
| 0.8641 | 128.65 | |
| -0.0013 | -0.09 |
Estimation Period:
Dec 22, 2016 to Feb 6, 2026
Dec 22, 2016 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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