Fabasoft AG Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:30.01% (-4.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9058 | 5.30 | |
| 0.1860 | 7.85 | |
| 0.5898 | 12.40 | |
| -0.1267 | -2.64 | |
| 0.2883 | 4.15 | |
| -0.2582 | -5.08 | |
| 0.1218 | 2.25 | |
| -0.0008 | -0.02 | |
| -0.0326 | -0.75 | |
| -0.0970 | -1.77 |
Estimation Period:
Oct 4, 1999 to Feb 6, 2026
Oct 4, 1999 to Feb 6, 2026
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