Commerzbank AG AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:32.31% (-0.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0435 | 11.04 | |
| 0.0670 | 37.03 | |
| 0.9260 | 546.66 | |
| 0.3605 | 8.44 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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