Universal Music Group N V Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:22.64% (-0.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6873 | 2.74 | |
| 0.0609 | 1.94 | |
| 0.4448 | 1.41 | |
| -5.6026 | -0.87 | |
| 4.7533 | 0.51 | |
| -1.2130 | -0.18 | |
| 7.3754 | 1.11 | |
| -11.9377 | -1.63 | |
| 16.2416 | 1.66 | |
| -20.4277 | -1.57 | |
| 19.5751 | 1.66 | |
| -13.8534 | -2.07 | |
| 6.5528 | 1.87 |
Estimation Period:
Sep 24, 2021 to Feb 13, 2026
Sep 24, 2021 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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