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Quirin Privatbank Ag Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:31.62% (-1.89%)
Analysis last updated: Thursday, February 12, 2026 at 08:47 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Quirin Privatbank Ag S0GARCH
paramt-stat
ω1.49113.89
α0.17636.29
β0.52267.77
γ1-0.0823-0.35
γ20.22670.71
γ3-0.3051-1.90
γ40.34572.43
γ5-0.3284-2.05
γ60.14890.74
γ70.31351.30
γ8-0.7316-2.92
γ90.55342.17
γ10-0.1256-0.57
Estimation Period:
Dec 4, 2007 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts