Skip to main content
V-Lab

Agrana Beteiligungs-Ag Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:19.60% (-0.41%)
Analysis last updated: Tuesday, February 10, 2026 at 07:45 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Agrana Beteiligungs-Ag S0GARCH
paramt-stat
ω1.07875.99
α0.17529.40
β0.584614.24
γ1-0.0006-0.01
γ20.04320.64
γ3-0.1111-2.20
γ40.14883.33
γ5-0.1716-4.37
γ60.16564.35
γ7-0.0969-2.44
γ80.01460.41
γ90.01320.60
Estimation Period:
Aug 1, 1991 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts