Tonnellerie Francois Freres Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:44.15% (-8.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8093 | 7.95 | |
| 0.2235 | 4.05 | |
| 0.0000 | 0.00 | |
| -0.6571 | -3.68 | |
| 1.2106 | 4.25 | |
| -0.8068 | -4.59 |
Estimation Period:
Feb 15, 2021 to Feb 6, 2026
Feb 15, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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