Solvay SA Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:31.20% (-0.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0195 | 5.15 | |
| 0.0735 | 8.15 | |
| 0.8895 | 64.27 | |
| 0.0418 | 2.46 | |
| -0.0713 | -2.81 | |
| 0.0578 | 3.20 | |
| -0.0599 | -3.78 | |
| 0.0662 | 3.78 | |
| -0.0600 | -2.44 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
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