CPH Group AG Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:61.99% (-1.99%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0608 | 4.56 | |
| 0.8758 | 9.24 | |
| 0.1233 | 1.30 | |
| -138.2626 | -2.39 | |
| 197.1195 | 2.77 | |
| -88.8055 | -3.41 |
Estimation Period:
May 2, 2025 to Jan 23, 2026
May 2, 2025 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
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