PAN German Universal Motors Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:24.95% (+6.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4909 | 1.20 | |
| 0.3496 | 4.99 | |
| 0.5557 | 9.44 | |
| -1.0557 | -0.33 | |
| -0.3377 | -0.08 | |
| 3.4395 | 1.83 | |
| -4.7587 | -2.82 | |
| 4.3198 | 2.58 | |
| -1.3152 | -0.83 | |
| -0.6611 | -0.35 | |
| -0.3906 | -0.21 | |
| 3.4998 | 1.79 | |
| -9.2934 | -2.25 |
Estimation Period:
Oct 31, 2017 to Feb 6, 2026
Oct 31, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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