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AUR Portfolio III SE & Co KGaA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:20.69% (-0.11%)
Analysis last updated: Saturday, February 14, 2026 at 10:24 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of AUR Portfolio III SE & Co KGaA S0GARCH
paramt-stat
ω1.33826.15
α0.19683.52
β0.54436.77
γ1-0.1120-0.98
γ20.23281.16
γ3-0.2230-1.00
γ40.13350.61
γ50.10720.71
γ6-0.2490-1.70
γ70.02390.13
γ80.17431.02
Estimation Period:
Sep 26, 2007 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts