MTU Aero Engines AG Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.67% (+0.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3202 | 7.25 | |
| 0.1395 | 3.63 | |
| 0.7777 | 14.02 | |
| 0.0218 | 3.70 |
Estimation Period:
Dec 2, 2019 to Feb 6, 2026
Dec 2, 2019 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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