Vontobel Holding AG GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:28.40% (+2.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0775 | 17.95 | |
| 0.0743 | 25.42 | |
| 0.8770 | 298.70 | |
| 0.0567 | 7.28 |
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Jan 3, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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