Nemetschek SE Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:42.85% (-1.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8211 | 5.52 | |
| 0.0515 | 2.59 | |
| 0.7890 | 6.35 | |
| -2.2171 | -3.92 | |
| 4.0670 | 5.09 | |
| -3.2907 | -6.68 | |
| 1.8645 | 3.27 | |
| -0.1884 | -0.25 | |
| -0.0907 | -0.08 |
Estimation Period:
Dec 2, 2019 to Feb 6, 2026
Dec 2, 2019 to Feb 6, 2026
News Impact Curve
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