Skip to main content
V-Lab

Aurubis AG Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:36.51% (+1.71%)
Analysis last updated: Tuesday, February 10, 2026 at 08:41 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Aurubis AG S0GARCH
paramt-stat
ω1.36245.19
α0.12766.05
β0.614610.55
γ10.22824.03
γ2-0.2935-3.76
γ30.14713.02
γ4-0.2355-4.95
γ50.27714.28
γ6-0.1763-1.98
γ70.09461.07
γ8-0.0877-1.37
γ90.06381.65
Estimation Period:
Oct 16, 1998 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts