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V-Lab

GAG Immobilien AG Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:31.78% (+0.25%)
Analysis last updated: Tuesday, February 10, 2026 at 08:38 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of GAG Immobilien AG SGARCH
paramt-stat
ω0.69861.87
α0.15238.18
β0.816140.01
γ1-0.2012-1.37
γ20.22221.11
γ30.07430.90
γ4-0.2360-3.98
γ50.28364.34
γ6-0.2851-3.57
γ70.23402.47
γ8-0.0987-1.19
γ90.00810.11
γ10-0.0623-0.59
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts