CPH Group AG Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:21.92% (-1.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.2299 | 5.99 | |
| 0.2501 | 5.50 | |
| 0.4822 | 9.23 | |
| 0.4067 | 5.26 | |
| -0.4429 | -3.81 | |
| -0.0888 | -0.85 | |
| 0.1737 | 1.67 | |
| 0.0228 | 0.28 | |
| -0.1828 | -2.40 | |
| 0.2461 | 3.34 | |
| -0.1961 | -2.65 | |
| 0.0550 | 0.77 |
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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