Vgp N.V. GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:24.67% (-0.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0517 | 11.57 | |
| 0.0869 | 12.10 | |
| 0.9041 | 146.29 | |
| -0.0044 | -0.51 |
Estimation Period:
Dec 7, 2007 to Feb 6, 2026
Dec 7, 2007 to Feb 6, 2026
News Impact Curve
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