Deutsche Beteiligungs AG Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:18.20% (-0.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4451 | 3.85 | |
| 0.1139 | 7.62 | |
| 0.7854 | 27.67 | |
| 0.1736 | 1.43 | |
| -0.4080 | -2.18 | |
| 0.5518 | 4.01 | |
| -0.6228 | -5.42 | |
| 0.4772 | 4.53 | |
| -0.2123 | -2.62 | |
| 0.0863 | 1.07 | |
| -0.0983 | -0.95 | |
| 0.0737 | 0.73 | |
| -0.1179 | -0.98 |
Estimation Period:
Oct 28, 1998 to Feb 6, 2026
Oct 28, 1998 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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