EVN AG Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:28.35% (-0.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6881 | 2.43 | |
| 0.2475 | 2.24 | |
| 0.2735 | 1.00 | |
| 96.2195 | 1.76 | |
| -140.0760 | -1.45 | |
| 54.9246 | 0.67 | |
| 106.6905 | 1.51 | |
| -350.0742 | -3.46 |
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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