NUERNBERGER Beteiligungs AG Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:14.64% (-0.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1448 | 5.07 | |
| 0.2549 | 9.09 | |
| 0.6171 | 17.45 | |
| -0.0238 | -0.35 | |
| 0.1025 | 1.10 | |
| -0.1759 | -3.41 | |
| 0.1293 | 2.31 | |
| 0.0524 | 0.95 | |
| -0.2521 | -5.37 | |
| 0.3045 | 5.96 | |
| -0.2319 | -4.24 | |
| 0.1989 | 2.90 | |
| -0.1789 | -1.89 |
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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