Aumann AG Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:39.14% (-6.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7517 | 7.96 | |
| 0.1179 | 3.70 | |
| 0.2120 | 1.21 | |
| -0.0892 | -0.94 | |
| -0.0697 | -0.51 | |
| 0.3044 | 3.37 | |
| -0.1728 | -2.57 |
Estimation Period:
Mar 24, 2017 to Feb 6, 2026
Mar 24, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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