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TAG Immobilien AG Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:30.08% (+0.47%)
Analysis last updated: Saturday, February 7, 2026 at 10:28 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of TAG Immobilien AG S0GARCH
paramt-stat
ω1.50172.98
α0.09568.23
β0.860254.95
γ1-0.1588-1.34
γ20.41092.51
γ3-0.5145-5.59
γ40.42734.99
γ5-0.2745-3.51
γ60.27533.90
γ7-0.2576-3.68
γ80.09071.85
Estimation Period:
Nov 28, 2000 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts