Wacker Chemie AG GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:46.84% (+2.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1473 | 14.85 | |
| 0.0234 | 11.32 | |
| 0.9208 | 321.84 | |
| 0.0686 | 11.48 |
Estimation Period:
Apr 10, 2006 to Feb 6, 2026
Apr 10, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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