Banque Cantonale Vaudoise Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:6,007,325.73% (-3,903,503.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 14.1260 | 141,259,800.00 | |
| 0.6180 | 6,180,460.00 | |
| 0.3674 | 3,674,030.00 | |
| 1.0464 | 10,464,350.00 | |
| 1.3777 | 13,776,720.00 | |
| -10.3058 | -103,058,100.00 | |
| 80.9366 | 809,365,500.00 | |
| -555.6399 | -5,556,399,000.00 | |
| 939.2873 | 9,392,873,000.00 | |
| -62.9700 | -629,700,400.00 | |
| -1,029.4240 | -10,294,240,000.00 | |
| 959.2272 | 9,592,272,000.00 |
Estimation Period:
Jun 6, 2014 to Feb 6, 2026
Jun 6, 2014 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Banque Cantonale Vaudoise Analyses
Other Spline-GARCH Analyses on International Equities