Archicom SA Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:29.20% (+8.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7122 | 4.73 | |
| 0.2291 | 4.79 | |
| 0.3809 | 2.94 | |
| 22.0348 | 6.08 | |
| -31.2643 | -4.98 | |
| 8.6608 | 1.57 | |
| 5.6760 | 1.04 | |
| -8.0503 | -1.32 | |
| 5.3199 | 0.92 | |
| -7.1256 | -1.47 | |
| 11.0194 | 2.49 | |
| -11.3628 | -2.36 | |
| 1.0066 | 0.15 |
Estimation Period:
Apr 6, 2021 to Feb 13, 2026
Apr 6, 2021 to Feb 13, 2026
News Impact Curve
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