ProCredit Holding AG MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:26.93% (-4.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.1784 | 14.74 | |
| 0.3933 | 11.23 | |
| 0.0768 | 2.91 | |
| 0.5749 | 0.89 | |
| 0.2692 | 1.04 | |
| 0.6279 | 1.63 |
Estimation Period:
Dec 22, 2016 to Feb 6, 2026
Dec 22, 2016 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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