Fabasoft AG Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:34.60% (-4.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9709 | 4.55 | |
| 0.1855 | 7.89 | |
| 0.5774 | 11.97 | |
| -0.1071 | -0.97 | |
| 0.0961 | 0.64 | |
| 0.2434 | 2.62 | |
| -0.4379 | -4.43 | |
| 0.2677 | 2.90 | |
| -0.0705 | -0.78 | |
| 0.0412 | 0.39 | |
| -0.0081 | -0.08 | |
| -0.1369 | -1.57 | |
| 0.1816 | 3.08 |
Estimation Period:
Oct 4, 1999 to Feb 6, 2026
Oct 4, 1999 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Fabasoft AG Analyses
Other Zero Slope Spline-GARCH Analyses on International Equities