DN Group AG Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:34.75% (+7.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7488 | 7,487,560.00 | |
| 0.8838 | 8,837,820.00 | |
| 0.1162 | 1,162,130.00 | |
| -135.5005 | -1,355,005,000.00 | |
| 156.4879 | 1,564,879,000.00 | |
| -21.8972 | -218,971,900.00 | |
| 8.0555 | 80,555,450.00 | |
| -26.2631 | -262,631,300.00 | |
| 29.1366 | 291,365,500.00 | |
| -10.6732 | -106,732,200.00 | |
| 1.4085 | 14,085,230.00 | |
| -12.2741 | -122,740,700.00 | |
| 35.4178 | 354,178,000.00 |
Estimation Period:
Jan 13, 2023 to Feb 6, 2026
Jan 13, 2023 to Feb 6, 2026
News Impact Curve
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