CPH Group AG Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:8.77% (+1.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4289 | 2.73 | |
| 0.7301 | 6.58 | |
| 0.2681 | 2.40 | |
| -66.8433 | -0.66 | |
| 17.8648 | 0.13 | |
| 203.7575 | 1.76 | |
| -519.6045 | -2.18 |
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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