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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.5668	10.10***
α ARCH Response to squared shocks	0.1697	9.90***
β GARCH Volatility persistence	0.7086	32.84***
γ leverage Additional response to negative shocks	-0.0331	-1.52

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Stroeer Se & Co Kgaa GJR-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Stroeer Se & Co Kgaa Analyses