Aurubis AG EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:33.90% (-0.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0630 | 14.50 | |
| 0.1254 | 26.67 | |
| 0.9639 | 389.78 | |
| -0.0415 | -9.74 |
Estimation Period:
Oct 16, 1998 to Feb 6, 2026
Oct 16, 1998 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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