PVA TePla AG GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:87.94% (-1.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0999 | 9.23 | |
| 0.0378 | 16.65 | |
| 0.9373 | 473.84 | |
| 0.0435 | 7.26 |
Estimation Period:
Jun 22, 1999 to Feb 6, 2026
Jun 22, 1999 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on International Equities