CPI Europe AG Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.21% (-0.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1705 | 2.28 | |
| 0.0966 | 6.53 | |
| 0.8694 | 48.24 | |
| 0.1584 | 3.52 | |
| -0.2013 | -3.08 | |
| 0.1764 | 2.66 | |
| -0.3495 | -6.24 | |
| 0.3123 | 5.19 | |
| -0.1494 | -2.10 | |
| 0.1065 | 1.25 | |
| -0.0885 | -1.03 |
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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