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V-Lab

Covestro AG Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, January 19th, 2026:25.93% (-4.52%)
Analysis last updated: Sunday, January 18, 2026 at 12:04 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Covestro AG SGARCH
paramt-stat
ω0.70804.49
α0.16702.38
β0.58634.44
γ1-6.2749-2.50
γ26.98481.74
γ30.60680.20
γ4-1.3209-0.49
γ5-0.8766-0.34
γ60.06490.02
γ72.47500.78
γ8-7.1980-1.83
γ914.70852.56
γ10-14.9601-1.41
Estimation Period:
Dec 2, 2019 to Jan 16, 2026
Impact of return on volatility tomorrow
Volatility Forecasts