Aalberts NV Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:35.40% (+0.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9934 | 4.11 | |
| 0.1066 | 9.27 | |
| 0.8321 | 51.36 | |
| -0.0655 | -1.14 | |
| 0.2035 | 2.43 | |
| -0.2596 | -4.78 | |
| 0.1599 | 2.92 | |
| 0.0071 | 0.12 | |
| -0.1496 | -2.55 | |
| 0.1484 | 2.87 | |
| 0.0153 | 0.38 | |
| -0.1005 | -2.65 | |
| 0.0373 | 1.23 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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