Agrana Beteiligungs-Ag Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:20.33% (-0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0574 | 5.91 | |
| 0.1750 | 9.35 | |
| 0.5830 | 14.11 | |
| -0.0093 | -0.21 | |
| 0.0588 | 0.88 | |
| -0.1252 | -2.52 | |
| 0.1628 | 3.71 | |
| -0.1840 | -4.71 | |
| 0.1745 | 4.57 | |
| -0.1013 | -2.49 | |
| 0.0136 | 0.33 | |
| 0.0245 | 0.43 |
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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