GPE Pizzorno Environnement Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 5th, 2026:31.13% (+0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7178 | 1.23 | |
| 0.0000 | 0.00 | |
| 0.9996 | 34.26 | |
| -71.3178 | -1.43 | |
| 88.5737 | 1.46 | |
| -1.0112 | -0.04 | |
| -55.0281 | -3.67 | |
| 63.9076 | 6.00 | |
| -14.1033 | -1.28 | |
| -31.2653 | -2.73 | |
| 24.4854 | 1.69 | |
| 3.7344 | 0.16 |
Estimation Period:
Apr 6, 2023 to Jan 30, 2026
Apr 6, 2023 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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