R. Stahl AG GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:29.18% (-1.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2002 | 15.69 | |
| 0.0567 | 12.28 | |
| 0.8708 | 146.76 | |
| 0.0651 | 6.30 |
Estimation Period:
Nov 2, 1998 to Feb 6, 2026
Nov 2, 1998 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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