Vienna Insurance Group GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:26.40% (+0.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0355 | 9.53 | |
| 0.0392 | 10.25 | |
| 0.9240 | 258.91 | |
| 0.0473 | 6.46 |
Estimation Period:
Feb 6, 2008 to Feb 6, 2026
Feb 6, 2008 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Vienna Insurance Group Analyses
Other GJR-GARCH Analyses on International Equities