Agrana Beteiligungs-Ag MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:24.64% (+8.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.1529 | 15.72 | |
| 0.6899 | 18.53 | |
| -0.0825 | -6.03 | |
| 0.4451 | 0.19 | |
| 0.1459 | 0.17 | |
| 0.5009 | 0.18 |
Estimation Period:
Nov 16, 2022 to Feb 6, 2026
Nov 16, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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