Abéo SA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:19.12% (-0.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0236 | 3.28 | |
| 0.1533 | 4.35 | |
| 0.6880 | 11.80 | |
| -0.2409 | -0.50 | |
| 0.8851 | 1.33 | |
| -1.3301 | -3.52 | |
| 0.8906 | 2.31 | |
| -0.1941 | -0.44 | |
| 0.0264 | 0.08 |
Estimation Period:
Oct 10, 2016 to Feb 6, 2026
Oct 10, 2016 to Feb 6, 2026
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