Commerzbank AG GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:39.08% (+6.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0402 | 16.46 | |
| 0.0635 | 34.83 | |
| 0.9320 | 544.69 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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