Knorr-Bremse Aktie EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:61.97% (-9.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0899 | 3.07 | |
| 0.3005 | 11.01 | |
| 0.9526 | 100.94 | |
| -0.1345 | -4.11 |
Estimation Period:
Mar 3, 2020 to Feb 6, 2026
Mar 3, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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