Deutz Ag Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:39.42% (-2.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6440 | 5.38 | |
| 0.1220 | 3.33 | |
| 0.5859 | 5.22 | |
| -0.2300 | -3.39 | |
| 0.3291 | 3.50 | |
| -0.1321 | -2.77 |
Estimation Period:
Sep 18, 2017 to Feb 6, 2026
Sep 18, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Zero Slope Spline-GARCH Analyses on International Equities