Voestalpine AG MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:25.63% (+1.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.0006 | 0.05 | |
| 0.7098 | 14.42 | |
| 0.0930 | 3.93 | |
| 1.6222 | 0.15 | |
| 0.5871 | 0.15 | |
| 0.0000 | 0.00 |
Estimation Period:
Dec 2, 2019 to Feb 13, 2026
Dec 2, 2019 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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