Talanx AG GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.93% (+0.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2369 | 19.26 | |
| 0.0836 | 8.30 | |
| 0.7323 | 65.02 | |
| 0.1535 | 9.02 |
Estimation Period:
Oct 1, 2012 to Feb 6, 2026
Oct 1, 2012 to Feb 6, 2026
News Impact Curve
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