Universal Music Group N V Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:26.78% (-0.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6865 | 2.73 | |
| 0.0637 | 1.93 | |
| 0.4297 | 1.30 | |
| -5.6200 | -0.87 | |
| 4.7970 | 0.51 | |
| -1.3036 | -0.19 | |
| 7.5421 | 1.13 | |
| -12.1768 | -1.66 | |
| 16.5680 | 1.69 | |
| -20.9751 | -1.62 | |
| 20.6815 | 1.74 | |
| -16.1494 | -2.24 | |
| 11.7250 | 1.48 |
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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