Arcure SA Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:45.52% (-0.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6307 | 1.96 | |
| 0.0476 | 1.62 | |
| 0.6128 | 2.31 | |
| -15.6923 | -2.05 | |
| 27.9998 | 2.91 | |
| -19.1054 | -4.67 | |
| 8.5513 | 1.96 | |
| -3.9877 | -0.79 | |
| 6.7547 | 1.15 | |
| -10.8830 | -1.62 |
Estimation Period:
Dec 16, 2022 to Feb 6, 2026
Dec 16, 2022 to Feb 6, 2026
News Impact Curve
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