CPH Group AG Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:25.63% (+3.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.2632 | 6.04 | |
| 0.2499 | 5.52 | |
| 0.4826 | 9.21 | |
| 0.4150 | 5.36 | |
| -0.4546 | -3.91 | |
| -0.0842 | -0.81 | |
| 0.1726 | 1.67 | |
| 0.0232 | 0.28 | |
| -0.1843 | -2.37 | |
| 0.2491 | 2.90 | |
| -0.2008 | -1.45 | |
| 0.0606 | 0.21 |
Estimation Period:
Sep 10, 2001 to Feb 6, 2026
Sep 10, 2001 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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