ProCredit Holding AG Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:33.09% (-3.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9516 | 4.21 | |
| 0.2814 | 5.71 | |
| 0.4162 | 5.81 | |
| 3.2559 | 4.08 | |
| -4.2433 | -3.78 | |
| 2.1265 | 2.24 | |
| -2.9026 | -2.86 | |
| 3.8963 | 4.87 | |
| -3.8732 | -5.82 | |
| 2.3127 | 3.26 | |
| -0.5291 | -0.75 | |
| -0.0944 | -0.16 |
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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