Phoenix Spree Deutschland Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:15.55% (-0.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3966 | 2.09 | |
| 0.1777 | 4.75 | |
| 0.7657 | 16.94 | |
| -0.1683 | -0.31 | |
| -0.1865 | -0.25 | |
| 0.5125 | 1.43 | |
| 0.1844 | 0.64 | |
| -1.0461 | -3.33 | |
| 1.2805 | 3.08 |
Estimation Period:
Jun 15, 2015 to Feb 6, 2026
Jun 15, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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