KAP AG Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:59.14% (-2.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1440 | 3.35 | |
| 0.2430 | 7.66 | |
| 0.5866 | 14.29 | |
| 0.0338 | 0.42 | |
| -0.0522 | -0.45 | |
| -0.0001 | -0.00 | |
| 0.0164 | 0.23 | |
| 0.1027 | 1.44 | |
| -0.1974 | -2.59 | |
| 0.1145 | 1.43 | |
| 0.0102 | 0.15 | |
| -0.1130 | -1.46 | |
| 0.3065 | 2.18 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Spline-GARCH Analyses on International Equities