EVN AG Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.57% (-1.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8675 | 5.05 | |
| 0.1232 | 8.97 | |
| 0.7933 | 35.92 | |
| 0.0669 | 1.02 | |
| 0.0011 | 0.01 | |
| -0.1446 | -2.47 | |
| 0.1104 | 2.13 | |
| -0.0311 | -0.61 | |
| -0.0386 | -0.79 | |
| 0.0423 | 0.90 | |
| 0.0790 | 1.75 | |
| -0.1879 | -4.75 | |
| 0.1403 | 5.11 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
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