Commerzbank AG Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:35.70% (-0.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0420 | 3.66 | |
| 0.0800 | 8.96 | |
| 0.9016 | 95.79 | |
| 0.0154 | 2.70 | |
| -0.0212 | -2.70 | |
| 0.0058 | 1.53 |
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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