Heidelberger Druckmaschinen Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:98.34% (-18.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0000 | 0.00 | |
| 0.3035 | 3,034,660.00 | |
| 0.6965 | 6,965,340.00 | |
| 90.8595 | 908,594,500.00 | |
| -122.3510 | -1,223,510,000.00 | |
| -149.7226 | -1,497,226,000.00 | |
| 272.8938 | 2,728,938,000.00 | |
| -41.6055 | -416,055,000.00 | |
| -67.1170 | -671,169,700.00 | |
| 9.0022 | 90,021,960.00 | |
| 41.0888 | 410,888,000.00 | |
| -28.1788 | -281,787,900.00 | |
| 1.2468 | 12,467,960.00 |
Estimation Period:
Dec 8, 2021 to Feb 6, 2026
Dec 8, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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