GAG Immobilien AG Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:31.78% (+0.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6986 | 1.87 | |
| 0.1523 | 8.18 | |
| 0.8161 | 40.01 | |
| -0.2012 | -1.37 | |
| 0.2222 | 1.11 | |
| 0.0743 | 0.90 | |
| -0.2360 | -3.98 | |
| 0.2836 | 4.34 | |
| -0.2851 | -3.57 | |
| 0.2340 | 2.47 | |
| -0.0987 | -1.19 | |
| 0.0081 | 0.11 | |
| -0.0623 | -0.59 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GAG Immobilien AG Analyses
Other Spline-GARCH Analyses on International Equities