PNE AG MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:48.39% (-10.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.2277 | 16.84 | |
| 0.5789 | 28.51 | |
| 0.0915 | 4.33 | |
| 0.1745 | 1.78 | |
| 0.1604 | 3.48 | |
| 0.8019 | 11.22 |
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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