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dorma+kaba Holding AG Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:31.62% (+1.99%)
Analysis last updated: Sunday, February 8, 2026 at 04:35 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of dorma+kaba Holding AG SGARCH
paramt-stat
ω0.75526.27
α0.14266.93
β0.724823.40
γ10.00480.11
γ2-0.1141-1.80
γ30.22085.29
γ4-0.2156-5.60
γ50.21955.80
γ6-0.1809-4.61
γ70.08021.84
γ8-0.0197-0.27
Estimation Period:
Nov 24, 1995 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts