Banque Cantonale Vaudoise Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:27.30% (-5.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 6.7930 | 67,930,150.00 | |
| 0.4532 | 4,531,590.00 | |
| 0.5152 | 5,152,230.00 | |
| -7.8500 | -78,500,000.00 | |
| 16.3183 | 163,183,000.00 | |
| -18.9550 | -189,550,400.00 | |
| 82.0649 | 820,649,300.00 | |
| -559.1305 | -5,591,305,000.00 | |
| 989.0809 | 9,890,809,000.00 | |
| -171.3829 | -1,713,829,000.00 | |
| -921.9624 | -9,219,624,000.00 | |
| 773.7128 | 7,737,128,000.00 |
Estimation Period:
Jun 6, 2014 to Feb 13, 2026
Jun 6, 2014 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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