Accor Sa Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:28.18% (-0.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6382 | 3.98 | |
| 0.0382 | 1.66 | |
| 0.8697 | 12.56 | |
| 0.0165 | 0.01 | |
| 0.0462 | 0.02 | |
| 1.3307 | 1.13 | |
| -4.3903 | -3.93 | |
| 5.7924 | 5.09 | |
| -5.2364 | -4.01 | |
| 3.6340 | 2.14 | |
| -0.9473 | -0.54 | |
| -0.3502 | -0.27 | |
| -0.0375 | -0.05 |
Estimation Period:
Oct 4, 2017 to Feb 6, 2026
Oct 4, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Zero Slope Spline-GARCH Analyses on International Equities