MTU Aero Engines AG Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:21.10% (-0.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9355 | 7.42 | |
| 0.0921 | 7.16 | |
| 0.8715 | 47.44 | |
| -0.0309 | -2.72 | |
| 0.0645 | 3.41 | |
| -0.0728 | -3.33 |
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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