11880 Solutions AG GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:119.21% (-3.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0896 | 12.32 | |
| 0.0424 | 13.95 | |
| 0.9436 | 288.64 | |
| 0.0168 | 3.43 |
Estimation Period:
Apr 23, 1999 to Feb 13, 2026
Apr 23, 1999 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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