Oberbank AG MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:3.25% (+0.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.2623 | 34.19 | |
| 0.6978 | 88.25 | |
| -0.0334 | -2.59 | |
| 0.0001 | 4.78 | |
| 0.0088 | 9.60 | |
| 0.9905 | 891.56 |
Estimation Period:
Jan 2, 1990 to Jan 30, 2026
Jan 2, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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