NUERNBERGER Beteiligungs AG Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:16.15% (-0.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1757 | 5.13 | |
| 0.2537 | 9.14 | |
| 0.6185 | 17.36 | |
| -0.0053 | -0.08 | |
| 0.0709 | 0.76 | |
| -0.1539 | -2.96 | |
| 0.1172 | 2.09 | |
| 0.0527 | 0.95 | |
| -0.2434 | -5.19 | |
| 0.2918 | 5.76 | |
| -0.2174 | -4.23 | |
| 0.1798 | 3.23 | |
| -0.1369 | -3.06 |
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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