AUR Portfolio III SE & Co KGaA EGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:18.91% (-0.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2084 | 10.71 | |
| 0.2719 | 24.07 | |
| 0.8973 | 87.81 | |
| -0.0458 | -4.62 |
Estimation Period:
Sep 26, 2007 to Feb 13, 2026
Sep 26, 2007 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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