AUR Portfolio III SE & Co KGaA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:20.69% (-0.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3382 | 6.15 | |
| 0.1968 | 3.52 | |
| 0.5443 | 6.77 | |
| -0.1120 | -0.98 | |
| 0.2328 | 1.16 | |
| -0.2230 | -1.00 | |
| 0.1335 | 0.61 | |
| 0.1072 | 0.71 | |
| -0.2490 | -1.70 | |
| 0.0239 | 0.13 | |
| 0.1743 | 1.02 |
Estimation Period:
Sep 26, 2007 to Feb 13, 2026
Sep 26, 2007 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other AUR Portfolio III SE & Co KGaA Analyses
Other Zero Slope Spline-GARCH Analyses on International Equities