PSI Software SE GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:20.36% (+0.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0872 | 13.93 | |
| 0.0504 | 14.58 | |
| 0.9293 | 332.37 | |
| 0.0311 | 6.06 |
Estimation Period:
Oct 12, 1998 to Feb 13, 2026
Oct 12, 1998 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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