Edreams Odigeo Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:60.97% (+12.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.6560 | 3.77 | |
| 0.1638 | 2.40 | |
| 0.7394 | 9.40 | |
| 4.5667 | 2.90 | |
| -7.3879 | -2.67 | |
| 5.2475 | 2.42 | |
| -3.9015 | -2.08 | |
| 2.0727 | 1.15 | |
| -1.3976 | -1.00 | |
| 1.1638 | 1.12 | |
| 0.6626 | 0.66 | |
| -1.9469 | -1.27 |
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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