Sartorius AG GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:44.19% (-0.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3606 | 16.99 | |
| 0.0570 | 13.72 | |
| 0.8870 | 169.95 | |
| 0.0314 | 4.34 |
Estimation Period:
Jul 10, 1990 to Feb 13, 2026
Jul 10, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on International Equities