CA Immobilien Anlagen AG GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:68.27% (-5.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0808 | 3.52 | |
| 0.1411 | 8.44 | |
| 0.8507 | 47.16 |
Estimation Period:
Mar 7, 2025 to Feb 6, 2026
Mar 7, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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