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V-Lab

Aurubis AG Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:78.44% (-11.23%)
Analysis last updated: Sunday, February 8, 2026 at 12:08 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Aurubis AG S0GARCH
paramt-stat
ω3.04441.84
α0.16462.35
β0.36291.26
γ1355.28575.75
γ2-545.7250-5.80
γ3350.80263.39
γ4-299.6111-2.08
γ5190.24281.57
γ6-60.2784-0.93
γ725.66710.50
γ815.02270.34
γ9-59.9493-1.84
Estimation Period:
Dec 2, 2019 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts