Metro AG Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:34.75% (-5.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8325 | 1.40 | |
| 0.3118 | 7.18 | |
| 0.6627 | 17.08 | |
| -3.0543 | -2.03 | |
| 3.9420 | 1.81 | |
| -1.1442 | -0.81 | |
| 0.8798 | 0.77 | |
| -1.7316 | -1.37 | |
| 2.1277 | 1.37 | |
| -2.3442 | -1.75 | |
| 2.2243 | 2.69 |
Estimation Period:
Jul 13, 2017 to Feb 13, 2026
Jul 13, 2017 to Feb 13, 2026
News Impact Curve
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