Aurubis AG Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:148.90% (-6.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.0428 | 1.95 | |
| 0.1220 | 1.99 | |
| 0.3712 | 1.04 | |
| 359.2033 | 6.02 | |
| -550.6492 | -6.11 | |
| 352.6210 | 3.66 | |
| -303.9082 | -2.26 | |
| 203.2312 | 1.77 | |
| -85.5001 | -1.40 | |
| 68.4357 | 1.45 | |
| -64.9631 | -1.37 | |
| 90.9993 | 1.47 |
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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