AUR Portfolio III SE & Co KGaA Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:8.95% (-0.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3451 | 6.09 | |
| 0.1941 | 3.47 | |
| 0.5619 | 6.82 | |
| -0.1153 | -1.00 | |
| 0.2380 | 1.18 | |
| -0.2231 | -0.99 | |
| 0.1218 | 0.55 | |
| 0.1438 | 0.90 | |
| -0.3382 | -1.91 | |
| 0.2392 | 0.85 | |
| -0.4782 | -1.01 |
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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