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KAP AG Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:50.34% (+16.15%)
Analysis last updated: Friday, February 13, 2026 at 08:47 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of KAP AG S0GARCH
paramt-stat
ω1.16993.55
α0.27116.07
β0.568912.84
γ10.02020.41
γ2-0.0416-0.57
γ30.00740.15
γ40.09052.40
γ5-0.1456-3.68
γ60.09531.95
γ7-0.0423-0.98
γ80.02420.86
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts