VP Bank AG GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:18.15% (-0.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0732 | 17.74 | |
| 0.0681 | 17.63 | |
| 0.8849 | 321.89 | |
| 0.0524 | 5.92 |
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Jan 3, 1990 to Feb 6, 2026
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