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HORNBACH Baumarkt AG Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:34.00% (-0.72%)
Analysis last updated: Wednesday, February 11, 2026 at 08:47 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

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10Y ·

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graph of HORNBACH Baumarkt AG SGARCH
paramt-stat
ω1.29107.51
α0.15225.89
β0.61128.71
γ1-0.0341-0.36
γ20.00030.00
γ30.16231.60
γ4-0.3587-4.47
γ50.44495.77
γ6-0.3643-4.81
γ70.39415.88
γ8-0.5052-4.77
γ90.27081.86
γ100.37161.85
Estimation Period:
Nov 9, 1998 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts