CA Immobilien Anlagen AG MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:18.41% (+1.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 121 | ||
| 0.1304 | 11.54 | |
| 0.7289 | 80.21 | |
| 0.1296 | 5.71 | |
| 0.0095 | 1.07 | |
| 1.0000 | 0.79 | |
| 0.0000 | 0.00 |
Estimation Period:
May 3, 1991 to Feb 6, 2026
May 3, 1991 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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