Interroll Holding Ag Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:37.93% (-0.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1623 | 3.09 | |
| 0.0525 | 1.66 | |
| 0.7757 | 6.68 | |
| 0.5413 | 0.99 | |
| -1.0849 | -1.47 | |
| 1.1807 | 2.57 | |
| -1.3236 | -3.62 | |
| 1.2408 | 4.13 | |
| -0.7458 | -3.06 |
Estimation Period:
Apr 5, 2016 to Feb 6, 2026
Apr 5, 2016 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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