AMS Osram AG Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:70.23% (+0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9521 | 5.32 | |
| 0.0000 | 0.00 | |
| 0.9996 | 21.18 | |
| -2.9382 | -0.28 | |
| 4.0244 | 0.58 | |
| -2.1518 | -1.15 | |
| 2.4113 | 2.26 | |
| -1.9580 | -2.76 | |
| 0.7784 | 1.22 | |
| -0.5220 | -0.64 | |
| 0.6974 | 0.58 |
Estimation Period:
Feb 12, 2018 to Feb 13, 2026
Feb 12, 2018 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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