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CA Immobilien Anlagen AG Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:21.46% (-0.91%)
Analysis last updated: Thursday, February 12, 2026 at 07:47 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of CA Immobilien Anlagen AG SGARCH
paramt-stat
ω1.80851.98
α0.224511.77
β0.774340.14
γ10.22451.34
γ2-0.2709-1.15
γ30.14060.79
γ4-0.2412-0.89
γ50.43081.48
γ6-0.5445-2.83
γ70.30782.78
γ8-0.0430-0.42
γ9-0.0246-0.23
γ100.11520.89
Estimation Period:
May 3, 1991 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts