Rwe Ag GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:33.28% (+7.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7160 | 6.81 | |
| 0.0447 | 3.18 | |
| 0.6852 | 23.22 | |
| 0.0704 | 2.14 |
Estimation Period:
Jun 19, 2017 to Feb 6, 2026
Jun 19, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on International Equities