Skip to main content
V-Lab

Strabag SE Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:36.46% (-1.80%)
Analysis last updated: Wednesday, February 11, 2026 at 07:55 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Strabag SE S0GARCH
paramt-stat
ω0.86993.90
α0.14204.65
β0.768718.05
γ1-0.9715-3.37
γ21.43143.56
γ3-0.6308-2.73
γ40.20710.93
γ5-0.0294-0.13
γ60.05920.27
γ7-0.0085-0.04
γ8-0.4126-1.41
γ90.88602.91
γ10-0.8026-4.05
Estimation Period:
Oct 19, 2007 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts