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CPH Group AG Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:21.92% (-1.18%)
Analysis last updated: Saturday, February 7, 2026 at 01:21 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of CPH Group AG S0GARCH
paramt-stat
ω2.22995.99
α0.25015.50
β0.48229.23
γ10.40675.26
γ2-0.4429-3.81
γ3-0.0888-0.85
γ40.17371.67
γ50.02280.28
γ6-0.1828-2.40
γ70.24613.34
γ8-0.1961-2.65
γ90.05500.77
Estimation Period:
Sep 10, 2001 to Jan 30, 2026
Impact of return on volatility tomorrow
Volatility Forecasts