Oberbank AG Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:1.99% (-0.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.9718 | 4.61 | |
| 0.2471 | 8.02 | |
| 0.6981 | 24.96 | |
| -0.0077 | -0.16 | |
| 0.1176 | 1.72 | |
| -0.2029 | -3.82 | |
| 0.1629 | 2.81 | |
| -0.1547 | -2.33 | |
| 0.1627 | 1.90 | |
| -0.1626 | -1.89 | |
| 0.2536 | 3.91 | |
| -0.4149 | -4.65 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
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