ams-OSRAM AG Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:48.69% (-1.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8974 | 6.75 | |
| 0.1268 | 5.75 | |
| 0.5883 | 8.40 | |
| 0.3024 | 4.10 | |
| -0.5883 | -5.21 | |
| 0.5030 | 4.85 | |
| -0.3014 | -3.17 | |
| 0.1391 | 1.38 | |
| -0.1801 | -1.76 | |
| 0.3036 | 3.19 | |
| -0.4243 | -2.75 |
Estimation Period:
May 14, 2004 to Feb 6, 2026
May 14, 2004 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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