HOCHTIEF AG Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:43.83% (+0.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7582 | 3.41 | |
| 0.0505 | 4.17 | |
| 0.9134 | 40.92 | |
| -0.0532 | -0.81 | |
| -0.0078 | -0.09 | |
| 0.1506 | 2.80 | |
| -0.1509 | -2.61 | |
| 0.0580 | 1.11 | |
| 0.0697 | 1.37 | |
| -0.1426 | -2.27 | |
| 0.1921 | 2.01 |
Estimation Period:
Jan 22, 1996 to Feb 6, 2026
Jan 22, 1996 to Feb 6, 2026
News Impact Curve
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