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TAG Immobilien AG Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:101.72% (+3.03%)
Analysis last updated: Sunday, February 8, 2026 at 12:36 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of TAG Immobilien AG SGARCH
paramt-stat
ω0.93912.72
α0.12311.89
β0.60532.95
γ1279.66423.68
γ2-450.7260-3.90
γ3322.23243.12
γ4-338.4515-2.27
γ5313.02422.31
γ6-169.4149-2.22
γ752.85631.03
γ839.16980.79
γ9-67.8044-1.28
Estimation Period:
Dec 2, 2019 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts