TAG Immobilien AG GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:28.20% (+1.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0337 | 13.95 | |
| 0.0622 | 13.66 | |
| 0.9192 | 461.67 | |
| 0.0294 | 3.78 |
Estimation Period:
Nov 28, 2000 to Feb 6, 2026
Nov 28, 2000 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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