CPH Group AG MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:0.03% (-10.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 111 | ||
| 0.8726 | 8,725,820.00 | |
| 0.0000 | 100.00 | |
| 0.2548 | 2,548,160.00 | |
| 1.4031 | 14,030,700.00 | |
| 0.0000 | 100.00 | |
| 0.0000 | 100.00 |
Estimation Period:
Sep 10, 2001 to Jan 30, 2026
Sep 10, 2001 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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