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	param	t-stat
$ω$	1.2233	3.76
$α$	0.2473	3.69
$β$	0.0000	0.00
$γ_{1}$	14.6122	3.86
$γ_{2}$	-21.0876	-4.04
$γ_{3}$	6.0378	1.95
$γ_{4}$	4.4851	1.40
$γ_{5}$	-8.6263	-2.36
$γ_{6}$	11.7149	2.61
$γ_{7}$	-15.0624	-2.50
$γ_{8}$	11.6336	1.91
$γ_{9}$	-5.3859	-1.12
$γ_{10}$	5.4615	1.03

V-Lab

Bahnhof AB Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 23rd, 2026:35.68% (-11.53%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Bahnhof AB Analyses