Aurubis AG Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:33.49% (-1.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4105 | 5.35 | |
| 0.1279 | 6.10 | |
| 0.6162 | 10.66 | |
| 0.2492 | 4.47 | |
| -0.3275 | -4.26 | |
| 0.1709 | 3.53 | |
| -0.2550 | -5.37 | |
| 0.2919 | 4.51 | |
| -0.1856 | -2.08 | |
| 0.0971 | 1.08 | |
| -0.0802 | -1.10 | |
| 0.0330 | 0.39 |
Estimation Period:
Oct 16, 1998 to Feb 6, 2026
Oct 16, 1998 to Feb 6, 2026
News Impact Curve
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