Commerzbank AG MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:34.33% (+0.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.0740 | 19.57 | |
| 0.7459 | 65.81 | |
| 0.0825 | 14.80 | |
| 0.0277 | 3.36 | |
| 0.0433 | 4.20 | |
| 0.9524 | 85.28 |
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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