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V-Lab

ProCredit Holding AG Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:33.09% (-3.52%)
Analysis last updated: Saturday, February 7, 2026 at 10:57 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of ProCredit Holding AG S0GARCH
paramt-stat
ω1.95164.21
α0.28145.71
β0.41625.81
γ13.25594.08
γ2-4.2433-3.78
γ32.12652.24
γ4-2.9026-2.86
γ53.89634.87
γ6-3.8732-5.82
γ72.31273.26
γ8-0.5291-0.75
γ9-0.0944-0.16
Estimation Period:
Dec 22, 2016 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts