Fabasoft AG GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:39.27% (-1.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3797 | 15.49 | |
| 0.0965 | 14.26 | |
| 0.8710 | 114.54 |
Estimation Period:
Oct 4, 1999 to Feb 6, 2026
Oct 4, 1999 to Feb 6, 2026
News Impact Curve
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