Banque Cantonale Vaudoise GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:19.64% (+5.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0136 | 5.89 | |
| 0.0874 | 13.28 | |
| 0.9037 | 120.01 |
Estimation Period:
Jun 6, 2014 to Feb 6, 2026
Jun 6, 2014 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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