MTU Aero Engines AG Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.05% (+1.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1900 | 6.67 | |
| 0.1414 | 3.81 | |
| 0.7809 | 14.75 | |
| -0.0056 | -0.22 |
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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