Edreams Odigeo Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:64.55% (+11.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.6127 | 3.75 | |
| 0.1637 | 2.41 | |
| 0.7392 | 9.43 | |
| 4.4615 | 2.82 | |
| -7.2225 | -2.60 | |
| 5.1427 | 2.36 | |
| -3.8263 | -2.04 | |
| 2.0274 | 1.12 | |
| -1.3855 | -0.99 | |
| 1.1967 | 1.17 | |
| 0.5474 | 0.60 | |
| -1.6316 | -2.28 |
Estimation Period:
May 30, 2014 to Feb 6, 2026
May 30, 2014 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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