KAP AG Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:50.34% (+16.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1699 | 3.55 | |
| 0.2711 | 6.07 | |
| 0.5689 | 12.84 | |
| 0.0202 | 0.41 | |
| -0.0416 | -0.57 | |
| 0.0074 | 0.15 | |
| 0.0905 | 2.40 | |
| -0.1456 | -3.68 | |
| 0.0953 | 1.95 | |
| -0.0423 | -0.98 | |
| 0.0242 | 0.86 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
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