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V-Lab

Agrana Beteiligungs-Ag Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:20.33% (-0.01%)
Analysis last updated: Thursday, February 12, 2026 at 07:47 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Agrana Beteiligungs-Ag SGARCH
paramt-stat
ω1.05745.91
α0.17509.35
β0.583014.11
γ1-0.0093-0.21
γ20.05880.88
γ3-0.1252-2.52
γ40.16283.71
γ5-0.1840-4.71
γ60.17454.57
γ7-0.1013-2.49
γ80.01360.33
γ90.02450.43
Estimation Period:
Aug 1, 1991 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts