Fabasoft AG AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:41.80% (-2.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6037 | 22.92 | |
| 0.1633 | 37.44 | |
| 0.7917 | 162.94 | |
| 0.2501 | 3.11 |
Estimation Period:
Oct 4, 1999 to Feb 6, 2026
Oct 4, 1999 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other AGARCH Analyses on International Equities