Oberbank AG Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:2.94% (+0.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.9709 | 4.61 | |
| 0.2472 | 8.01 | |
| 0.6978 | 24.90 | |
| -0.0076 | -0.16 | |
| 0.1176 | 1.72 | |
| -0.2030 | -3.83 | |
| 0.1630 | 2.81 | |
| -0.1548 | -2.33 | |
| 0.1628 | 1.90 | |
| -0.1627 | -1.89 | |
| 0.2538 | 3.92 | |
| -0.4157 | -4.65 |
Estimation Period:
Jan 2, 1990 to Jan 30, 2026
Jan 2, 1990 to Jan 30, 2026
News Impact Curve
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