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V-Lab

Aurubis AG Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:33.49% (-1.64%)
Analysis last updated: Saturday, February 7, 2026 at 10:11 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Aurubis AG SGARCH
paramt-stat
ω1.41055.35
α0.12796.10
β0.616210.66
γ10.24924.47
γ2-0.3275-4.26
γ30.17093.53
γ4-0.2550-5.37
γ50.29194.51
γ6-0.1856-2.08
γ70.09711.08
γ8-0.0802-1.10
γ90.03300.39
Estimation Period:
Oct 16, 1998 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts