Aurubis AG Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:78.44% (-11.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.0444 | 1.84 | |
| 0.1646 | 2.35 | |
| 0.3629 | 1.26 | |
| 355.2857 | 5.75 | |
| -545.7250 | -5.80 | |
| 350.8026 | 3.39 | |
| -299.6111 | -2.08 | |
| 190.2428 | 1.57 | |
| -60.2784 | -0.93 | |
| 25.6671 | 0.50 | |
| 15.0227 | 0.34 | |
| -59.9493 | -1.84 |
Estimation Period:
Dec 2, 2019 to Feb 6, 2026
Dec 2, 2019 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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