Ems-Chemie Holding AG MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.39% (-0.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 71 | ||
| 0.0252 | 2.48 | |
| 0.7269 | 32.31 | |
| 0.1547 | 14.53 | |
| 1.4831 | 0.05 | |
| 0.4052 | 0.05 | |
| 0.0000 | 0.00 |
Estimation Period:
Aug 18, 2006 to Feb 6, 2026
Aug 18, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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