Arkema SA Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:45.80% (-1.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0494 | 1.86 | |
| 0.0787 | 6.07 | |
| 0.8624 | 40.76 | |
| 0.3202 | 0.96 | |
| -0.6178 | -1.47 | |
| 0.3729 | 1.84 | |
| 0.1105 | 0.68 | |
| -0.6057 | -2.34 | |
| 0.8643 | 2.45 | |
| -0.6963 | -2.50 | |
| 0.4178 | 2.24 | |
| -0.3025 | -1.71 | |
| 0.3757 | 1.33 |
Estimation Period:
May 18, 2006 to Feb 6, 2026
May 18, 2006 to Feb 6, 2026
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