BayWa AG Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:81.65% (-2.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7436 | 3.11 | |
| 0.0708 | 6.77 | |
| 0.8714 | 40.01 | |
| 0.4040 | 2.20 | |
| -0.4223 | -1.76 | |
| -0.1494 | -1.10 | |
| 0.2542 | 1.85 | |
| 0.0039 | 0.03 | |
| -0.2783 | -1.91 | |
| 0.4513 | 3.09 | |
| -0.4882 | -3.71 | |
| 0.5202 | 2.69 | |
| -0.4716 | -1.16 |
Estimation Period:
Jan 17, 2002 to Feb 6, 2026
Jan 17, 2002 to Feb 6, 2026
News Impact Curve
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