Helvetia Baloise Holding AG Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:17.07% (-0.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.3493 | 1.87 | |
| 0.1169 | 2.65 | |
| 0.5945 | 2.54 | |
| 14.1205 | 3.81 | |
| -17.1243 | -3.46 | |
| 6.1244 | 1.91 | |
| -7.6505 | -1.79 | |
| 7.6543 | 1.49 | |
| -4.5372 | -1.09 | |
| 2.0116 | 0.57 | |
| -0.7214 | -0.29 |
Estimation Period:
May 16, 2014 to Feb 6, 2026
May 16, 2014 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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