EVN AG Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:24.13% (-1.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8382 | 4.98 | |
| 0.1226 | 9.01 | |
| 0.7943 | 36.23 | |
| 0.0557 | 0.85 | |
| 0.0230 | 0.24 | |
| -0.1660 | -2.88 | |
| 0.1296 | 2.54 | |
| -0.0443 | -0.88 | |
| -0.0315 | -0.64 | |
| 0.0362 | 0.77 | |
| 0.0928 | 2.04 | |
| -0.2234 | -5.39 | |
| 0.2409 | 4.24 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
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