Robertet SA Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:23.88% (-1.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0633 | 5.43 | |
| 0.1089 | 3.38 | |
| 0.3165 | 1.68 | |
| -2.2797 | -5.76 | |
| 3.8738 | 6.05 | |
| -2.5589 | -5.04 | |
| 1.5212 | 3.39 | |
| -0.5172 | -0.96 | |
| -0.3611 | -0.47 |
Estimation Period:
Jul 26, 2019 to Feb 6, 2026
Jul 26, 2019 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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