Valiant Holding Ag Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:17.19% (+1.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7604 | 2.37 | |
| 0.0736 | 2.96 | |
| 0.6909 | 9.91 | |
| -4.3979 | -2.48 | |
| 8.1473 | 3.48 | |
| -6.9786 | -5.85 | |
| 5.2482 | 4.57 | |
| -2.7056 | -2.59 | |
| 0.3125 | 0.29 | |
| 1.1649 | 1.13 | |
| -1.0891 | -1.28 | |
| 0.2756 | 0.37 |
Estimation Period:
Jun 9, 2014 to Feb 13, 2026
Jun 9, 2014 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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