Covestro AG Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, January 19th, 2026:25.93% (-4.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7080 | 4.49 | |
| 0.1670 | 2.38 | |
| 0.5863 | 4.44 | |
| -6.2749 | -2.50 | |
| 6.9848 | 1.74 | |
| 0.6068 | 0.20 | |
| -1.3209 | -0.49 | |
| -0.8766 | -0.34 | |
| 0.0649 | 0.02 | |
| 2.4750 | 0.78 | |
| -7.1980 | -1.83 | |
| 14.7085 | 2.56 | |
| -14.9601 | -1.41 |
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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