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V-Lab

NUERNBERGER Beteiligungs AG Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:14.64% (-0.19%)
Analysis last updated: Saturday, February 7, 2026 at 10:03 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of NUERNBERGER Beteiligungs AG SGARCH
paramt-stat
ω1.14485.07
α0.25499.09
β0.617117.45
γ1-0.0238-0.35
γ20.10251.10
γ3-0.1759-3.41
γ40.12932.31
γ50.05240.95
γ6-0.2521-5.37
γ70.30455.96
γ8-0.2319-4.24
γ90.19892.90
γ10-0.1789-1.89
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts