Metro AG Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:35.95% (-4.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6174 | 2.61 | |
| 0.2637 | 5.01 | |
| 0.6427 | 11.57 | |
| -1.8019 | -0.89 | |
| 0.6254 | 0.22 | |
| 3.2818 | 2.07 | |
| -4.1794 | -3.20 | |
| 4.2823 | 3.10 | |
| -4.4127 | -2.71 | |
| 3.4097 | 1.87 | |
| -0.8745 | -0.43 | |
| -3.3252 | -1.32 | |
| 9.1491 | 3.33 |
Estimation Period:
Jul 13, 2017 to Feb 13, 2026
Jul 13, 2017 to Feb 13, 2026
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