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V-Lab

Aurubis AG Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:148.90% (-6.02%)
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 SGARCH
paramt-stat
ω3.04281.95
α0.12201.99
β0.37121.04
γ1359.20336.02
γ2-550.6492-6.11
γ3352.62103.66
γ4-303.9082-2.26
γ5203.23121.77
γ6-85.5001-1.40
γ768.43571.45
γ8-64.9631-1.37
γ990.99931.47
Estimation Period:
Dec 2, 2019 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts