NUERNBERGER Beteiligungs AG MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:10.19% (-0.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.2731 | 17.25 | |
| 0.6054 | 31.92 | |
| -0.0522 | -3.54 | |
| 0.1257 | 1.57 | |
| 0.1437 | 1.54 | |
| 0.8123 | 6.65 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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