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V-Lab

AUR Portfolio III SE & Co KGaA Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:8.95% (-0.25%)
Analysis last updated: Saturday, February 14, 2026 at 10:24 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of AUR Portfolio III SE & Co KGaA SGARCH
paramt-stat
ω1.34516.09
α0.19413.47
β0.56196.82
γ1-0.1153-1.00
γ20.23801.18
γ3-0.2231-0.99
γ40.12180.55
γ50.14380.90
γ6-0.3382-1.91
γ70.23920.85
γ8-0.4782-1.01
Estimation Period:
Sep 26, 2007 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts