Vienna Insurance Group Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:88.45% (+21.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.1948 | 2.04 | |
| 0.8354 | 9.79 | |
| 0.1394 | 1.72 | |
| 31.4955 | 3.85 | |
| -42.3723 | -4.00 |
Estimation Period:
Mar 7, 2025 to Feb 6, 2026
Mar 7, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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