Moulinvest Sa Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:35.23% (+6.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8371 | 1.64 | |
| 0.2337 | 4.06 | |
| 0.6152 | 8.30 | |
| -1.7637 | -1.48 | |
| 3.3928 | 2.00 | |
| -2.3333 | -2.47 | |
| 0.9638 | 1.14 | |
| -0.5692 | -0.82 | |
| 0.6252 | 1.22 | |
| -0.3664 | -0.90 | |
| -0.2714 | -0.69 | |
| 0.5444 | 1.11 | |
| -0.3214 | -0.50 |
Estimation Period:
Apr 11, 2011 to Feb 6, 2026
Apr 11, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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