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V-Lab

PNE AG Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:29.81% (-1.23%)
Analysis last updated: Thursday, February 12, 2026 at 08:43 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of PNE AG SGARCH
paramt-stat
ω1.29055.30
α0.10456.65
β0.788026.00
γ1-0.0072-0.06
γ2-0.0076-0.04
γ30.04500.39
γ4-0.1323-1.33
γ50.22162.63
γ6-0.2202-2.40
γ70.13621.51
γ80.05760.66
γ9-0.2662-2.87
γ100.42833.32
Estimation Period:
Dec 16, 1998 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts