Omer-Decugis & CIE SA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:54.12% (+6.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7289 | 2.54 | |
| 0.2512 | 3.28 | |
| 0.1986 | 1.10 | |
| 11.4352 | 1.79 | |
| -18.6582 | -1.79 | |
| 11.3999 | 1.33 | |
| -8.7705 | -1.20 | |
| 5.3498 | 0.84 | |
| 3.5897 | 0.49 | |
| -9.4678 | -1.30 | |
| 9.7188 | 1.58 | |
| -6.5305 | -1.21 | |
| 1.5332 | 0.41 |
Estimation Period:
Jun 24, 2021 to Feb 13, 2026
Jun 24, 2021 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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