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V-Lab

ProCredit Holding AG Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:26.18% (-4.35%)
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 SGARCH
paramt-stat
ω1.98644.29
α0.28235.58
β0.40645.46
γ13.34394.23
γ2-4.3709-3.93
γ32.18912.33
γ4-2.9350-2.91
γ53.89034.91
γ6-3.7913-5.76
γ72.07572.97
γ80.04550.07
γ9-1.6043-1.72
Estimation Period:
Dec 22, 2016 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts