FamiCord AG GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:29.42% (-0.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6263 | 20.63 | |
| 0.1579 | 15.52 | |
| 0.7660 | 119.33 | |
| 0.0366 | 1.95 |
Estimation Period:
Mar 26, 2007 to Feb 6, 2026
Mar 26, 2007 to Feb 6, 2026
News Impact Curve
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