Skip to main content
V-Lab

TAG Immobilien AG Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:26.30% (+0.56%)
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 SGARCH
paramt-stat
ω1.46573.00
α0.09617.96
β0.854650.91
γ1-0.1698-1.47
γ20.43002.69
γ3-0.5289-5.97
γ40.43715.31
γ5-0.2764-3.66
γ60.26213.86
γ7-0.2023-2.88
γ8-0.0940-0.97
Estimation Period:
Nov 28, 2000 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts