CPI Europe AG Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.69% (-0.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1689 | 2.26 | |
| 0.0969 | 6.58 | |
| 0.8695 | 48.39 | |
| 0.1502 | 3.32 | |
| -0.1857 | -2.81 | |
| 0.1617 | 2.41 | |
| -0.3349 | -5.88 | |
| 0.2985 | 4.76 | |
| -0.1361 | -1.71 | |
| 0.0914 | 0.91 | |
| -0.0638 | -0.86 |
Estimation Period:
Jan 23, 1996 to Feb 6, 2026
Jan 23, 1996 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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