Hypoport SE Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:77.93% (+13.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4966 | 4.20 | |
| 0.1500 | 3.58 | |
| 0.5453 | 5.26 | |
| -0.0628 | -0.28 | |
| 0.1799 | 0.53 | |
| -0.0617 | -0.23 | |
| -0.2477 | -1.08 | |
| 0.4219 | 2.11 | |
| -0.3507 | -1.94 | |
| 0.3001 | 2.09 | |
| -0.5741 | -2.98 | |
| 1.0173 | 2.62 |
Estimation Period:
Oct 29, 2007 to Feb 6, 2026
Oct 29, 2007 to Feb 6, 2026
News Impact Curve
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