AUR Portfolio III SE & Co KGaA MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:22.04% (-0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.1470 | 18.38 | |
| 0.4225 | 14.40 | |
| 0.1161 | 5.75 | |
| 0.5390 | 0.59 | |
| 0.1108 | 1.22 | |
| 0.8056 | 4.90 |
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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