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CPH Group AG Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:25.63% (+3.75%)
Analysis last updated: Sunday, February 8, 2026 at 04:41 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of CPH Group AG SGARCH
paramt-stat
ω2.26326.04
α0.24995.52
β0.48269.21
γ10.41505.36
γ2-0.4546-3.91
γ3-0.0842-0.81
γ40.17261.67
γ50.02320.28
γ6-0.1843-2.37
γ70.24912.90
γ8-0.2008-1.45
γ90.06060.21
Estimation Period:
Sep 10, 2001 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts