CA Immobilien Anlagen AG Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:18.16% (-0.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4074 | 1.67 | |
| 0.1976 | 8.17 | |
| 0.7784 | 37.56 | |
| 0.2162 | 1.41 | |
| -0.2417 | -1.13 | |
| 0.0802 | 0.49 | |
| -0.1523 | -0.61 | |
| 0.3383 | 1.27 | |
| -0.4861 | -2.76 | |
| 0.2956 | 2.98 | |
| -0.0597 | -0.68 | |
| 0.0277 | 0.31 | |
| -0.0289 | -0.42 |
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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