TAG Immobilien AG Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:101.72% (+3.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9391 | 2.72 | |
| 0.1231 | 1.89 | |
| 0.6053 | 2.95 | |
| 279.6642 | 3.68 | |
| -450.7260 | -3.90 | |
| 322.2324 | 3.12 | |
| -338.4515 | -2.27 | |
| 313.0242 | 2.31 | |
| -169.4149 | -2.22 | |
| 52.8563 | 1.03 | |
| 39.1698 | 0.79 | |
| -67.8044 | -1.28 |
Estimation Period:
Dec 2, 2019 to Feb 6, 2026
Dec 2, 2019 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other TAG Immobilien AG Analyses
Other Spline-GARCH Analyses on International Equities