Amadeus FiRe AG Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:43.22% (+5.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0605 | 6.00 | |
| 0.1258 | 7.54 | |
| 0.7522 | 22.59 | |
| -0.0714 | -1.38 | |
| 0.0906 | 1.20 | |
| -0.0644 | -1.23 | |
| 0.0937 | 1.87 | |
| -0.0870 | -1.94 | |
| 0.1323 | 3.39 | |
| -0.2093 | -4.81 | |
| 0.2599 | 3.56 |
Estimation Period:
Mar 30, 1999 to Feb 6, 2026
Mar 30, 1999 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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