Zalando SE Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:56.60% (-4.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7023 | 6.34 | |
| 0.0934 | 2.58 | |
| 0.5814 | 3.45 | |
| -1.4312 | -3.10 | |
| 2.8616 | 4.11 | |
| -2.7624 | -5.43 | |
| 1.8952 | 3.84 | |
| -0.8396 | -1.33 | |
| 1.1379 | 0.86 |
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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