Siegfried Holding Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:34.61% (-0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0716 | 1.29 | |
| 0.0461 | 2.23 | |
| 0.4112 | 2.19 | |
| 0.5872 | 0.35 | |
| -0.5516 | -0.23 | |
| 0.0691 | 0.06 | |
| -0.4730 | -0.84 | |
| 0.7626 | 2.39 | |
| -0.9015 | -2.80 | |
| 0.8536 | 2.29 | |
| -0.1301 | -0.19 |
Estimation Period:
Oct 13, 2014 to Feb 6, 2026
Oct 13, 2014 to Feb 6, 2026
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