TAG Immobilien AG Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:30.08% (+0.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5017 | 2.98 | |
| 0.0956 | 8.23 | |
| 0.8602 | 54.95 | |
| -0.1588 | -1.34 | |
| 0.4109 | 2.51 | |
| -0.5145 | -5.59 | |
| 0.4273 | 4.99 | |
| -0.2745 | -3.51 | |
| 0.2753 | 3.90 | |
| -0.2576 | -3.68 | |
| 0.0907 | 1.85 |
Estimation Period:
Nov 28, 2000 to Feb 6, 2026
Nov 28, 2000 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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