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Deutsche Grundstuecksauktio Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:35.07% (-0.66%)
Analysis last updated: Wednesday, February 11, 2026 at 08:48 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Deutsche Grundstuecksauktio SGARCH
paramt-stat
ω0.96194.35
α0.18165.78
β0.608911.45
γ1-0.1547-0.81
γ20.30661.17
γ3-0.3318-2.56
γ40.37583.72
γ5-0.4036-4.40
γ60.32162.35
γ7-0.0322-0.23
γ8-0.1837-1.53
γ90.12620.70
Estimation Period:
Aug 19, 2004 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts