ProCredit Holding AG Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:26.18% (-4.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9864 | 4.29 | |
| 0.2823 | 5.58 | |
| 0.4064 | 5.46 | |
| 3.3439 | 4.23 | |
| -4.3709 | -3.93 | |
| 2.1891 | 2.33 | |
| -2.9350 | -2.91 | |
| 3.8903 | 4.91 | |
| -3.7913 | -5.76 | |
| 2.0757 | 2.97 | |
| 0.0455 | 0.07 | |
| -1.6043 | -1.72 |
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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