Salzgitter AG GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:50.78% (+5.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0959 | 12.80 | |
| 0.0373 | 11.90 | |
| 0.9337 | 328.42 | |
| 0.0331 | 4.96 |
Estimation Period:
Oct 12, 1998 to Feb 6, 2026
Oct 12, 1998 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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