Agrana Beteiligungs-Ag Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:19.60% (-0.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0787 | 5.99 | |
| 0.1752 | 9.40 | |
| 0.5846 | 14.24 | |
| -0.0006 | -0.01 | |
| 0.0432 | 0.64 | |
| -0.1111 | -2.20 | |
| 0.1488 | 3.33 | |
| -0.1716 | -4.37 | |
| 0.1656 | 4.35 | |
| -0.0969 | -2.44 | |
| 0.0146 | 0.41 | |
| 0.0132 | 0.60 |
Estimation Period:
Aug 1, 1991 to Feb 6, 2026
Aug 1, 1991 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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