Safran SA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:45.47% (+22.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0635 | 3.56 | |
| 0.0988 | 9.33 | |
| 0.8513 | 56.87 | |
| -0.0551 | -1.17 | |
| 0.2114 | 3.37 | |
| -0.3255 | -8.35 | |
| 0.2888 | 8.19 | |
| -0.2032 | -6.11 | |
| 0.0994 | 2.88 | |
| 0.0248 | 0.58 | |
| -0.0773 | -1.73 | |
| 0.0500 | 1.70 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
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