PNE AG Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:29.81% (-1.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2905 | 5.30 | |
| 0.1045 | 6.65 | |
| 0.7880 | 26.00 | |
| -0.0072 | -0.06 | |
| -0.0076 | -0.04 | |
| 0.0450 | 0.39 | |
| -0.1323 | -1.33 | |
| 0.2216 | 2.63 | |
| -0.2202 | -2.40 | |
| 0.1362 | 1.51 | |
| 0.0576 | 0.66 | |
| -0.2662 | -2.87 | |
| 0.4283 | 3.32 |
Estimation Period:
Dec 16, 1998 to Feb 6, 2026
Dec 16, 1998 to Feb 6, 2026
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