MR Bricolage SA Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:37.46% (-5.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3008 | 3.98 | |
| 0.2936 | 3.26 | |
| 0.0000 | 0.00 | |
| -5.0273 | -3.09 | |
| 8.5118 | 3.51 | |
| -5.9556 | -3.60 | |
| 4.8030 | 2.84 | |
| -4.3225 | -2.10 | |
| 3.1435 | 1.29 | |
| -0.4777 | -0.22 | |
| -0.8225 | -0.41 |
Estimation Period:
Mar 26, 2020 to Feb 13, 2026
Mar 26, 2020 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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