Valbiotis SA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:175.68% (-10.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7618 | 3.03 | |
| 0.0710 | 2.07 | |
| 0.8019 | 7.27 | |
| 8.8678 | 2.60 | |
| -12.4613 | -2.40 | |
| 4.7367 | 1.47 | |
| -1.7712 | -0.62 | |
| 2.2922 | 0.59 | |
| -5.0458 | -0.92 | |
| 6.9466 | 1.31 | |
| -5.2928 | -1.70 |
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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