PVA TePla AG Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:90.46% (-2.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2494 | 4.64 | |
| 0.0781 | 7.03 | |
| 0.8667 | 50.09 | |
| -0.0918 | -0.70 | |
| -0.0219 | -0.12 | |
| 0.3153 | 2.97 | |
| -0.4168 | -4.22 | |
| 0.4272 | 4.28 | |
| -0.3058 | -3.47 | |
| 0.1318 | 1.69 | |
| -0.0409 | -0.54 | |
| -0.0910 | -0.91 | |
| 0.3250 | 1.88 |
Estimation Period:
Jun 22, 1999 to Feb 6, 2026
Jun 22, 1999 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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