Aeroports de Paris Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:27.07% (-1.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5830 | 5.67 | |
| 0.1027 | 5.21 | |
| 0.7925 | 23.73 | |
| -0.3000 | -5.33 | |
| 0.4084 | 5.09 | |
| -0.1376 | -2.90 | |
| 0.1132 | 2.32 | |
| -0.1842 | -3.29 | |
| 0.1341 | 2.97 |
Estimation Period:
Jun 15, 2006 to Feb 6, 2026
Jun 15, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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