Robertet SA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:29.59% (+3.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0657 | 5.45 | |
| 0.1045 | 3.31 | |
| 0.3257 | 1.70 | |
| -2.2483 | -5.79 | |
| 3.8306 | 6.10 | |
| -2.5549 | -5.16 | |
| 1.5607 | 3.71 | |
| -0.6175 | -1.45 | |
| -0.0938 | -0.27 |
Estimation Period:
Jul 26, 2019 to Feb 13, 2026
Jul 26, 2019 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Robertet SA Analyses
Other Zero Slope Spline-GARCH Analyses on International Equities