UmweltBank AG GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:29.24% (-1.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0000 | 21.91 | |
| 0.1838 | 14.27 | |
| 0.5680 | 50.81 | |
| 0.1356 | 3.75 |
Estimation Period:
Jun 22, 2001 to Feb 6, 2026
Jun 22, 2001 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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