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V-Lab

Oberbank AG Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:2.94% (+0.52%)
Analysis last updated: Friday, February 6, 2026 at 07:48 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Oberbank AG SGARCH
paramt-stat
ω3.97094.61
α0.24728.01
β0.697824.90
γ1-0.0076-0.16
γ20.11761.72
γ3-0.2030-3.83
γ40.16302.81
γ5-0.1548-2.33
γ60.16281.90
γ7-0.1627-1.89
γ80.25383.92
γ9-0.4157-4.65
Estimation Period:
Jan 2, 1990 to Jan 30, 2026
Impact of return on volatility tomorrow
Volatility Forecasts