Strabag SE Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:37.58% (-1.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8406 | 3.79 | |
| 0.1423 | 4.69 | |
| 0.7682 | 18.13 | |
| -1.0247 | -3.52 | |
| 1.5125 | 3.74 | |
| -0.6782 | -2.94 | |
| 0.2418 | 1.08 | |
| -0.0563 | -0.26 | |
| 0.0770 | 0.36 | |
| -0.0129 | -0.06 | |
| -0.4284 | -1.44 | |
| 0.9367 | 2.87 | |
| -0.9351 | -2.61 |
Estimation Period:
Oct 19, 2007 to Feb 6, 2026
Oct 19, 2007 to Feb 6, 2026
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