Cie de Saint-Gobain Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:25.64% (+0.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3918 | 6.81 | |
| 0.0837 | 8.03 | |
| 0.8932 | 83.64 | |
| 0.0514 | 3.13 | |
| -0.0882 | -3.41 | |
| 0.0768 | 4.52 | |
| -0.0790 | -5.04 | |
| 0.0683 | 4.32 | |
| -0.0407 | -3.45 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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