Vonovia SE GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:22.74% (-0.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0288 | 12.02 | |
| 0.0347 | 11.36 | |
| 0.9358 | 380.40 | |
| 0.0417 | 6.97 |
Estimation Period:
Jul 10, 2013 to Feb 13, 2026
Jul 10, 2013 to Feb 13, 2026
News Impact Curve
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