Abéo SA Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:20.36% (-0.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0214 | 3.29 | |
| 0.1544 | 4.32 | |
| 0.6846 | 11.63 | |
| -0.2438 | -0.51 | |
| 0.8904 | 1.34 | |
| -1.3379 | -3.53 | |
| 0.9085 | 2.30 | |
| -0.2381 | -0.50 | |
| 0.1553 | 0.29 |
Estimation Period:
Oct 10, 2016 to Feb 6, 2026
Oct 10, 2016 to Feb 6, 2026
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