BayWa AG Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:83.46% (-2.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7100 | 3.05 | |
| 0.0707 | 6.73 | |
| 0.8721 | 40.02 | |
| 0.3891 | 2.10 | |
| -0.4042 | -1.67 | |
| -0.1515 | -1.11 | |
| 0.2526 | 1.82 | |
| 0.0017 | 0.01 | |
| -0.2713 | -1.85 | |
| 0.4446 | 3.06 | |
| -0.4897 | -4.13 | |
| 0.5389 | 4.64 | |
| -0.5291 | -5.29 |
Estimation Period:
Jan 17, 2002 to Feb 6, 2026
Jan 17, 2002 to Feb 6, 2026
News Impact Curve
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