Skip to main content
V-Lab

MTU Aero Engines AG Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:96,465,101,461,616,700,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000.00% (0.00%)
Analysis last updated: Thursday, June 5, 2025 at 09:08 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of MTU Aero Engines AG S0GARCH
paramt-stat
ω66.7208667,208,200.00
α0.53255,325,020.00
β0.33403,340,490.00
γ1-139.1175-1,391,175,000.00
γ2916.52439,165,243,000.00
γ3-3,680.0310-36,800,310,000.00
γ47,110.413071,104,130,000.00
γ5-6,170.3620-61,703,620,000.00
Estimation Period:
Dec 9, 2021 to May 30, 2025
Impact of return on volatility tomorrow
Volatility Forecasts