Altheora SA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:75.49% (+0.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0059 | 3.36 | |
| 0.1630 | 6.53 | |
| 0.7406 | 19.06 | |
| -0.0010 | -0.02 | |
| 0.0916 | 1.39 | |
| -0.1615 | -3.52 | |
| 0.0424 | 0.88 | |
| 0.0997 | 2.09 | |
| -0.1587 | -3.08 | |
| 0.1913 | 3.77 | |
| -0.1562 | -4.27 |
Estimation Period:
Sep 21, 1990 to Feb 6, 2026
Sep 21, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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