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V-Lab

Covestro AG Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, January 19th, 2026:27.93% (-4.06%)
Analysis last updated: Sunday, January 18, 2026 at 12:05 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Covestro AG S0GARCH
paramt-stat
ω0.71604.52
α0.16102.36
β0.59984.52
γ1-6.1132-2.43
γ26.77111.68
γ30.66940.22
γ4-1.3297-0.49
γ5-0.8822-0.34
γ60.09830.03
γ72.33460.77
γ8-6.7765-2.02
γ913.63674.28
γ10-12.0402-4.32
Estimation Period:
Dec 2, 2019 to Jan 16, 2026
Impact of return on volatility tomorrow
Volatility Forecasts