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HORNBACH Baumarkt AG Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:19.65% (-1.38%)
Analysis last updated: Wednesday, February 11, 2026 at 08:47 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of HORNBACH Baumarkt AG S0GARCH
paramt-stat
ω1.30747.11
α0.15275.85
β0.65339.82
γ1-0.0387-0.37
γ20.01110.07
γ30.14861.36
γ4-0.3471-4.07
γ50.44115.37
γ6-0.3702-4.60
γ70.41745.99
γ8-0.5719-5.55
γ90.44413.64
γ10-0.1355-1.40
Estimation Period:
Nov 9, 1998 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts