MTU Aero Engines AG MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:23.40% (-0.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.0471 | 15.19 | |
| 0.8656 | 157.01 | |
| 0.0858 | 16.12 | |
| 0.0134 | 6.30 | |
| 0.0142 | 5.61 | |
| 0.9824 | 321.05 |
Estimation Period:
Jun 3, 2005 to Jan 30, 2026
Jun 3, 2005 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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