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dorma+kaba Holding AG Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:31.70% (+1.98%)
Analysis last updated: Sunday, February 8, 2026 at 04:36 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of dorma+kaba Holding AG S0GARCH
paramt-stat
ω0.74546.18
α0.14236.91
β0.725223.48
γ10.00050.01
γ2-0.1063-1.67
γ30.21335.10
γ4-0.2077-5.39
γ50.21255.55
γ6-0.1754-4.46
γ70.07592.08
γ8-0.0149-0.53
Estimation Period:
Nov 24, 1995 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts