Heidelberger Druckmaschinen Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:66.64% (-4.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6394 | 3.64 | |
| 0.0694 | 2.96 | |
| 0.7616 | 8.00 | |
| 0.1136 | 0.26 | |
| -0.1942 | -0.31 | |
| -0.0036 | -0.01 | |
| -0.2607 | -0.63 | |
| 1.0290 | 2.73 | |
| -1.0176 | -3.35 |
Estimation Period:
Sep 18, 2017 to Feb 6, 2026
Sep 18, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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