Covestro AG Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, January 19th, 2026:27.93% (-4.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7160 | 4.52 | |
| 0.1610 | 2.36 | |
| 0.5998 | 4.52 | |
| -6.1132 | -2.43 | |
| 6.7711 | 1.68 | |
| 0.6694 | 0.22 | |
| -1.3297 | -0.49 | |
| -0.8822 | -0.34 | |
| 0.0983 | 0.03 | |
| 2.3346 | 0.77 | |
| -6.7765 | -2.02 | |
| 13.6367 | 4.28 | |
| -12.0402 | -4.32 |
Estimation Period:
Dec 2, 2019 to Jan 16, 2026
Dec 2, 2019 to Jan 16, 2026
News Impact Curve
Volatility Forecasts
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