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CPI Europe AG Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.69% (-0.85%)
Analysis last updated: Saturday, February 7, 2026 at 08:11 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of CPI Europe AG S0GARCH
paramt-stat
ω0.16892.26
α0.09696.58
β0.869548.39
γ10.15023.32
γ2-0.1857-2.81
γ30.16172.41
γ4-0.3349-5.88
γ50.29854.76
γ6-0.1361-1.71
γ70.09140.91
γ8-0.0638-0.86
Estimation Period:
Jan 23, 1996 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts