Nemetschek SE Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:37.71% (-1.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8216 | 5.49 | |
| 0.0524 | 2.68 | |
| 0.7915 | 6.67 | |
| -2.2080 | -3.86 | |
| 4.0445 | 5.00 | |
| -3.2519 | -6.59 | |
| 1.7869 | 3.29 | |
| -0.0174 | -0.03 | |
| -0.5488 | -1.19 |
Estimation Period:
Dec 2, 2019 to Feb 6, 2026
Dec 2, 2019 to Feb 6, 2026
News Impact Curve
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